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Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
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Return and volatility spillovers among cryptocurrencies
Koutmos, Dimitrios - In: Economics letters 173 (2018), pp. 122-127
Persistent link: https://www.econbiz.de/10012022954
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Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
Beneki, Christina; Koulis, Alexandros; Kyriazis, Nikolaos A. - In: Research in international business and finance 48 (2019), pp. 219-227
Persistent link: https://www.econbiz.de/10012135874
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Can cryptocurrencies hedge oil price fluctuations? : a pandemic perspective
Będowska-Sójka, Barbara; Kliber, Agata - In: Energy economics 115 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013541809
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Regime specific spillover across cryptocurrencies and the role of COVID-19
Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; … - In: Financial innovation : FIN 7 (2021), pp. 1-24
The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility …
Persistent link: https://www.econbiz.de/10012418495
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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 … cryptocurrencies are observed to be higher during the COVID-19 period compared to the pre-COVID-19 period. Based on optimal weights …
Persistent link: https://www.econbiz.de/10012317582
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Regime switching and causal network analysis of cryptocurrency volatility : evidence from pre-COVID and post-COVID analysis
Kayal, Parthajit; Dutta, Sumanjay - In: Digital finance : smart data analytics, investment … 6 (2024) 2, pp. 319-340
Persistent link: https://www.econbiz.de/10014584491
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Volatility interdependence between cryptocurrencies, equity, and bond markets
Harb, Etienne; Bassil, Charbel; Kassamany, Talie; Baz, … - In: Computational economics 63 (2024) 3, pp. 951-981
Persistent link: https://www.econbiz.de/10014546233
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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
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Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets
Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014490227