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Discovering interlinkages between major cryptocurrencies using high‑frequency data : new evidence from COVID‑19 pandemic

Yousaf, Imran; Ali, Shoaib - In: Financial innovation : FIN 6 (2020) 45, pp. 1-18

Through the application of the VAR-AGARCH model to intra-day data for three cryp-tocurrencies (Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover between these cryptocurrencies during the pre-COVID-19 period and the COVID-19 period. We also estimate the...

Persistent link: https://www.econbiz.de/10012317582

Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19 : a sectorial analysis

Yousaf, Imran; Yarovaya, Larisa - In: Pacific-Basin finance journal 71 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014513930

Dynamic spillovers between leading cryptocurrencies and derivatives tokens : insights from a quantile VAR approach

Yousaf, Imran; Pham, Linh; Goodell, John W. - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543916

Spillovers and hedging effectiveness between Islamic cryptocurrency and metal markets : evidence from the COVID-19 outbreak

Yousaf, Imran; Ali, Shoaib; Marei, Mohamed; Gubareva, Mariya - In: International review of economics & finance : IREF 92 (2024), pp. 1126-1151

Persistent link: https://www.econbiz.de/10014535080

The relationship between trading volume, volatility and returns of Non-Fungible Tokens : evidence from a quantile approach

Yousaf, Imran; Yarovaya, Larisa - In: Finance research letters 50 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014234114

Energy Cryptocurrencies : Assessing Connectedness with Other Asset Classes

Yousaf, Imran; Riaz, Yasir; Goodell, John W. - 2022

We investigate connectedness between energy cryptocurrencies and common asset classes, including oil, using TVP-VAR modeling, evidencing that energy cryptocurrencies, as diversifiers, normally have strong connections with bitcoin and nothing else. However, their connectedness to other assets...

Persistent link: https://www.econbiz.de/10013404790

Static and dynamic connectedness between NFTs, Defi and other assets : portfolio implication

Yousaf, Imran; Yarovaya, Larisa - In: Global finance journal 53 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013412670

Connectedness of non-fungible tokens and conventional cryptocurrencies with metals

Yousaf, Imran; Gubareva, Mariya; Teplova, Tamara V. - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014486267

Decentralized and centralized exchanges : which digital tokens pose a greater contagion risk?

Yousaf, Imran; Abrar, Afsheen; Yarovaya, Larisa - In: Journal of international financial markets, … 89 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014490165

From cryptos to consciousness : dynamics of return and volatility spillover between green cryptocurrencies and G7 markets

Ali, Shoaib; Naveed, Muhammad; Yousaf, Imran; Khattak, … - In: Finance research letters 60 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014490395