the hedge attributes of cryptocurrencies remaining in force during the downside trends observed in bearish fnancial … turmoil, cryptocurrencies amplify downside risks rather than serve as diversifers. In addition to risky assets from … conventional fnancial markets, cryptocurrencies champion the transmission of spillovers to digital and conventional markets. In …

This study uses high-frequency (1-min) price data to examine the connectedness among the leading cryptocurrencies (i ….e. Bitcoin, Ethereum, Binance, Cardano, Litecoin, and Ripple) at volatility and high-order (third and fourth orders in this paper … exception, the Russia-Ukraine War did not increase the total connectedness among cryptocurrencies. Analysis of third- and fourth …

can describe the explosive increase in the number of traded cryptocurrencies and the cryptocurrency market in general. In … number of traded cryptocurrencies and (2) in terms of increasing market capitalization for a given number of traded … cryptocurrencies. By analyzing weekly snapshot data of all traded cryptocurrencies from January 4, 2009, to June 14, 2020, we find …

can describe the explosive increase in the number of traded cryptocurrencies and the cryptocurrency market in general. In … number of traded cryptocurrencies and (2) in terms of increasing market capitalization for a given number of traded … cryptocurrencies. By analyzing weekly snapshot data of all traded cryptocurrencies from January 4, 2009, to June 14, 2020, we find …

bubbles are awed due to an insufficient consideration of the fundamental value of cryptocurrencies. As even fiat money is said … to exhibit features of bubbles, the same applies to cryptocurrencies. Thus, any empirical investigation into either the … presence of cryptocurrency bubbles or the fundamental value of cryptocurrencies is needless. Second, the paper conducts a short …

Cryptocurrencies lack clear measures of fundamental values and are often associated with speculative bubbles. This … paper introduces a new way of testing for speculative bubbles based on StockTwits sentiment, which is used as the transition …