Similar Search Results

Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network

Khalfaoui, Rabeh; Hammoudeh, Shawkat; Rehman, Mohd Ziaur - In: Emerging markets review 54 (2023), pp. 1-41

Persistent link: https://www.econbiz.de/10014337165

Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020

Shaista Wasiuzzaman; Azwan, Ayu Nadhirah Muhd; Nordin, … - In: Emerging markets review 54 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014337226

Regime specific spillover between Dow Jones Islamic Market World Index, Islamic gold-backed crypto currencies and the blockchain halal index

Trichilli, Yousra; Abbes, Mouna Boujelbène - In: International journal of Islamic and Middle Eastern … 16 (2023) 3, pp. 464-481

Persistent link: https://www.econbiz.de/10014339866

Nonlinear Dependence and Spillovers between Cryptocurrency and Global/Regional Equity Markets

Hanif, Waqas; Arreola Hernández, José; Troster, Victor; … - 2023

In this paper, we investigate the nonlinear dependence dynamics among eight cryptocurrencies (Monero, Bitcoin, Dash, Litecoin, Stellar, XRP, Ethereum, and Nem) by applying time-varying copulas. We also examine the upside and downside spillovers between cryptocurrencies and equity markets by a...

Persistent link: https://www.econbiz.de/10014351315

Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks

Bossman, Ahmed; Gubareva, Mariya; Agyei, Samuel Kwaku; … - In: International review of economics & finance : IREF 91 (2024), pp. 699-719

Persistent link: https://www.econbiz.de/10014492252

Impact of Russia-Ukraine war attention on cryptocurrency : evidence from quantile dependence analysis

Khalfaoui, Rabeh; Gozgor, Giray; Goodell, John W. - In: Finance research letters 52 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014472182

Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets

Ugolini, Andrea; Reboredo, Juan Carlos; Mensi, Walid - In: Finance research letters 53 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472526

Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks

Yousaf, Imran; Goodell, John W. - In: Finance research letters 54 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014472731

Attention allocation and cryptocurrency return co-movement : evidence from the stock market

Hu, Yitong; Shen, Dehua; Urquhart, Andrew - In: International review of economics & finance : IREF 88 (2023), pp. 1173-1185

Persistent link: https://www.econbiz.de/10014475111

Cryptocurrencies against stock market risk : new insights into hedging effectiveness

Just, Małgorzata; Echaust, Krzysztof - In: Research in international business and finance 67 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10014451518