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On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19

Cremaschini, Alessandro; Punzón, Antonio; Martellucci, … - In: Applied economics 55 (2023) 32, pp. 3675-3688

Persistent link: https://www.econbiz.de/10014299197

Exchange rates, bond yields and the stock market : nonlinear evidence of Indonesia during the COVID-19 period

Prananta, Billy; Alexiou, Constantinos - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 83-99

Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as … the exchange rate, the 10-year bond yield and stock market, for the COVID-19 period, evidence of cointegration is present …/value - To the best of the authors' knowledge, this is the first time that the relationship between the exchange rate, bond yield …

Persistent link: https://www.econbiz.de/10014497076

Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution

Le, T. N.-Lan; Abakah, Emmanuel Joel Aikins; Tiwari, … - In: Technological forecasting & social change : an … 162 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012665587

Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold

Rizvi, Kumail Abbas; Naqvi, Bushra; Mirza, Nawazish; … - In: Energy economics 115 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013541825

Green finance instruments, fintech, and investment strategies : sustainable portfolio management in the post-COVID era

Naifar, Nader (ed.); Elsayed, Ahmed (ed.) - 2023

-- Chapter 9. Risk Factors in Cryptocurrency Investments and Feasible Solution to Mitigate Them -- Chapter 10. The Examination of …

Persistent link: https://www.econbiz.de/10014302665

Liquidity connectedness in cryptocurrency market

Hasan, Mudassar; Naeem, Muhammad Abubakr; Arif, Muhammad; … - In: Financial innovation : FIN 8 (2022), pp. 1-25

We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of … indicates that liquidity connectedness in the cryptocurrency market increases over time, pointing to the possible effect of … are observed over the short and long run, reinforcing that liquidity connectedness in the cryptocurrency market is a …

Persistent link: https://www.econbiz.de/10012798833

Isolated islands or communicating vessels? : bitcoin price and volume spillovers across cryptocurrency platforms

Kliber, Agata; Włosik, Katarzyna - In: Finance a úvěr 69 (2019) 4, pp. 324-341

Persistent link: https://www.econbiz.de/10012137444

Investigating the co-volatility spillover effects between cryptocurrencies and currencies at different natures of risk events

Hsu, Shu-Han - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15

This paper examines and confirms the varying volatility of the relationship between cryptocurrency and currency markets … dataset, the results support our conjecture (and earlier studies) indicating that the capabilities of cryptocurrency are time …

Persistent link: https://www.econbiz.de/10013395912

Herding in the crypto market : a diagnosis of heavy distribution tails

Shrotryia, Vijay Kumar; Kalra, Himanshi - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 566-587

Persistent link: https://www.econbiz.de/10013453728

A comparative analysis of cryptocurrency returns and economic policy uncertainty pre- and post-Covid-19

Umar, Muhammad; Shahzad, Fakhar; Ullah, Irfan; Fanghua, Tong - In: Research in international business and finance 65 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014435561