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NFTs versus conventional cryptocurrencies : a comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict
Okorie, David Iheke; Bouri, Elie; Mazur, Mieszko - In: The quarterly review of economics and finance 95 (2024), pp. 126-151
Persistent link: https://www.econbiz.de/10014631490
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Cryptocurrency market efficiency in short- and long-term horizons during COVID-19 : an asymmetric multifractal analysis approach
Kakinaka, Shinji; Umeno, Ken - In: Finance research letters 46 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013341427
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Is cryptocurrency efficient? : a high-frequency asymmetric multifractality analysis
Meng, Kai; Khan, Khalid - In: Computational economics 63 (2024) 6, pp. 2225-2246
Persistent link: https://www.econbiz.de/10014636757
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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 regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (MS) vector autoregressive with exogenous...
Persistent link: https://www.econbiz.de/10012418495
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Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N. - In: International review of financial analysis 94 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
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The impact of the COVID-19 pandemic on the volatility of cryptocurrencies
Karagiannopoulou, Sofia; Ragazou, Konstantina; Passas, … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-17
great volatility regarding the response of Bitcoin to a shock of STOXX50. The Granger causality test was constructed to …
Persistent link: https://www.econbiz.de/10014284682
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All the frequencies matter in the Bitcoin market : an efficiency analysis
Vidal-Tomás, David - In: Applied economics letters 29 (2022) 3, pp. 212-218
Persistent link: https://www.econbiz.de/10012803487
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The rapid growth of cryptocurrencies : how profitable is trading in digital money?
Manahov, Viktor - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2214-2229
Persistent link: https://www.econbiz.de/10014533405
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How does price (in)efficiency influence cryptocurrency portfolios performance? : the role of multifractality
Salis, Eduardo Amorim Vilela de; Maciel, Leandro - In: Quantitative finance 23 (2023) 11, pp. 1637-1658
Persistent link: https://www.econbiz.de/10014419183
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Cryptocurrencies, gold, and WTI crude oil market efficiency : a dynamic analysis based on the adaptive market hypothesis
Mirzaee Ghazani, Majid; Jafari, Mohammad Ali - In: Financial innovation : FIN 7 (2021), pp. 1-26
This study examined the evolving oil market efficiency by applying daily historical data to the three benchmark cryptocurrencies (Bitcoin, Ethereum, and Ripple), gold, and West Texas Intermediate (WTI) crude oil. The data coverage of daily returns was from August 2015 to April 2019. We applied...
Persistent link: https://www.econbiz.de/10012510250