This study investigates the volatility and external shock persistence within the financial and alternative assets … experienced an increase in volatility, except Bitcoin, across all observation periods. Islamic stock and ESG indexes exhibited … high volatility before the Covid-19 outbreak. During the pandemic, all assets became more volatile. In addition, Islamic …

We investigate the multifractal properties of daily price returns and trading volume variations in 35 cryptocurrencies … variations. Since complexity in price returns and trading volume variations decreased during the pandemic, cryptocurrencies may …

We study which variables can explain and predict the return, volatility and trading volume of Bitcoin. The considered … variables are return, volatility, trading volume, transaction volume, change in the number of unique Bitcoin addresses, the VIX … index and Google searches for “Bitcoin”. We use realized volatility calculated from high-frequency data and find that the …

We study the interactions between cryptocurrencies, stock markets, and economic policy uncertainty (EPU) by means of a … within cryptocurrencies and stock markets. We document a greater heterogeneity across cryptocurrencies than stocks, with a … uncertainty, with cryptocurrencies providing a safe haven against the Chinese and the U.K., but not the U.S., EPU …

bubble behavior. We use a nonparametric stochastic volatility estimator, proposed by Florens-Zmirou (1993), to test whether …

volatility of four widely traded cryptocurrencies, i.e., Bitcoin, Ethereum, Litecoin, and Ripple, by modeling volatility to …Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors … forecast the intraday price volatility. We evaluate the results under the MSE and MAE loss functions. Statistical analyses …