abstracts This article examines the causal relationship between stock indices and cryptocurrencies during the ongoing Russia-Ukraine war. The econometric investigation covers the period from February 24, 2022 to April 12, 2023, and focuses on seven stock market indices (S&P 500, DAX, CAC40,...

This paper employs Granger causality tests to analyze the role of speculators using weekly COTR (commitment of traders reports) data covering the period of August 2014 to July 2017. The paper presents statistically significant evidence that the position changes of speculators, such as hedge...

In this paper the authors investigate the statistical properties of some cryptocurrencies by using three layers of analysis: alpha-stable distributions, Metcalfe’s law and the bubble behaviour through the LPPL modelling. The results show, in the medium to long-run, the validity of Metcalfe's...