We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57-66, 2012) and Baruník and Křehlík (J Financ Econom 16(2):271-296, 2018) on a sample of six major cryptocurrencies, namely, Bitcoin...

Because of the increasing importance of and demand for ethical investment, this paper investigates the dynamics of connectedness between sustainable and Islamic investment in nineteen countries that represent developed and emerging financial markets worldwide. To this end, we apply models...

The study investigates the commonality across thirty-four cryptocurrencies during a stressed environment. Though pegged with assets, the study found a higher systemic risk for gold-backed cryptocurrencies. We examined a common trend in systemic risk across cryptocurrency groups and found...

This paper investigates the cross-quantile relationship between Bitcoin, a carbon-intensive cryptocurrency, and environmentally sustainable financial markets, such as green cryptocurrencies, carbon prices, green stocks, and green bonds. Using a cross-quantilogram approach, our results show that...