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Inter-markets volatility spillover in U.S. bitcoin and financial markets

Qarni, Muhammad Owais; Gulzar, Saqib; Fatima, Syeda Tamkeen - In: Journal of business economics and management 20 (2019) 4, pp. 694-714

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry Measure, and Barunik and Krehlik (2018)...

Persistent link: https://www.econbiz.de/10012175787

Volatility spillovers and correlation between cryptocurrencies and Asian equity market

Malhotra, Nidhi; Gupta, Saumya - In: International journal of economics and financial issues … 9 (2019) 6, pp. 208-215

Persistent link: https://www.econbiz.de/10012151119

On the market efficiency and liquidity of high-frequency cryptocurrencies in a bull and bear market

Zhang, Yuanyuan; Chan, Stephen; Chu, Jeffrey; Sulieman, Hana - In: Journal of risk and financial management : JRFM 13 (2020) 1/8, pp. 1-14

The market for cryptocurrencies has experienced extremely turbulent conditions in recent times, and we can clearly identify strong bull and bear market phenomena over the past year. In this paper, we utilise algorithms for detecting turnings points to identify both bull and bear phases in...

Persistent link: https://www.econbiz.de/10012173261

Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models

Fakhfekh, Mohamed; Jeribi, Ahmed; Ghorbel, Ahmed; … - In: International journal of emerging markets 18 (2023) 4, pp. 978-1006

Persistent link: https://www.econbiz.de/10014333595

Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020

Shaista Wasiuzzaman; Azwan, Ayu Nadhirah Muhd; Nordin, … - In: Emerging markets review 54 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014337226

Is the cryptocurrency market a hedge against stock market risk? : a wavelet and GARCH approach

Jana, Susovon; Sahu, Tarak Nath - In: Economic notes 52 (2023) 3, pp. 1-25

Persistent link: https://www.econbiz.de/10014427518

Cryptocurrencies and stock market fluctuations

Musholombo, Bashige - In: Economics letters 233 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014506904

Stock market reactions to upside and downside volatility of Bitcoin : a quantile analysis

Ahmed, Walid M. A. - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012822118

Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? : New evidence from quantile coherency analysis

Jiang, Yonghong; Wu, Lanxin; Tian, Gengyu; Nie, He - In: Journal of international financial markets, … 72 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012801456

Market stress and herding : a new approach to the cryptocurrency market

Raimundo Júnior, Gerson de Souza; Palazzi, Rafael Baptista - In: The journal of behavioral finance : a publication of … 23 (2022) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10012802010

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