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What Drives Cryptocurrency Ret...
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51
Volatility
transmitter or receiver? : investigating dynamic connectedness between the carry trade and financial markets
Nefzi, Nourhaine
;
Melki, Abir
- In:
Borsa Istanbul Review
23
(
2023
)
3
,
pp. 748-758
negative, but, during the Covid-19 pandemic, the carry trade is the main net transmitter of
volatility
to all markets. Our …
Persistent link: https://www.econbiz.de/10014308844
Saved in:
52
COVID-19 and cryptocurrency market : impact on return,
volatility
and liquidity
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The journal of prediction markets
16
(
2022
)
2
,
pp. 19-38
Persistent link: https://www.econbiz.de/10014289740
Saved in:
53
Effects of the geopolitical risks on Bitcoin returns and
volatility
Aysan, Ahmet Faruk
;
Demir, Ender
;
Gozgor, Giray
;
Lau, …
- In:
Research in international business and finance
47
(
2019
),
pp. 511-518
Persistent link: https://www.econbiz.de/10012135791
Saved in:
54
The influence of central bank monetary policy announcements on cryptocurrency return
volatility
Corbet, Shaen
;
McHugh, Grace
;
Meegan, Andrew
- In:
Investment management and financial innovations
14
(
2017
)
4
,
pp. 60-72
Persistent link: https://www.econbiz.de/10011876256
Saved in:
55
Global economic policy uncertainty and the stability of cryptocurrency returns : the role of liquidity
volatility
Zhang, Pengcheng
;
Kong, Deli
;
Xu, Kunpeng
;
Qi, Jiayin
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014451561
Saved in:
56
Cryptocurrency returns and the
volatility
of liquidity
Leirvik, Thomas
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494729
Saved in:
57
The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies
Lahmiri, Salim
- In:
Decision analytics journal
6
(
2023
),
pp. 1-5
offer an interesting investment during times of serious
world
economic downturns. …
Persistent link: https://www.econbiz.de/10014505962
Saved in:
58
Cryptocurrency Momentum and VIX premium
Chang, Hsuan-ling
;
Nie, Wei-ying
;
Chang, Li-han
;
Cheng, …
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014507872
Saved in:
59
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
Saved in:
60
Rough
volatility
of Bitcoin
Takaishi, Tetsuya
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430795
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