cryptocurrencies before and during the COVID-19 pandemic in both the time and frequency domains. We combine the realized moment … other cryptocurrencies is stronger than that of the realized skewness, realized kurtosis, and signed jump variation. The … comovements among cryptocurrencies are both time-dependent and frequency-dependent. Besides the volatility spillovers, the risk …

This paper investigates the co-movement between cryptocurrencies and African stock returns to uncover their degree of … stock markets using cryptocurrencies may have to look at the short term. The phase difference arrow vectors implying lead …

such as cryptocurrencies, financial technology, and artificial intelligence stocks using fractional integration techniques …. More precisely, it analyzes the behavior of the percentage returns in the case of nine major coins (Bitcoin-BITC, Stella …

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 …

-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, and … cryptocurrencies. We find a bi-directional relationship for returns and long-term (GARCH) spillovers between BTC and ETH, but only a …

Cryptocurrencies and blockchain-based technologies represent one of the most debated topics in the financial services … of hedge funds investing into cryptocurrencies, focusing in particular on the regulatory framework currently in force in … Malta, the first EU country which regulated collective investment schemes investing into cryptocurrencies and currently …

to cryptocurrencies into a traditional dynamic asset pricing model. First, we introduce the technological arms race … is more interdependency between the cryptocurrency price and its services. Empirical evidence from Bitcoin supports our …

The crypto industry comprises thousands of cryptocurrencies offering different versions of blockchain …-based decentralization – a concept that was described originally in the Bitcoin Whitepaper in 2008. What is Bitcoin’s value proposition in … this confusing landscape? Bitcoin is a monetary asset that achieves immutability through a decentralized governance …