We examine the role of geopolitical risk in the cross-sectional pricing of cryptocurrencies.
We calculate cryptocurrency exposure to changes in the geopolitical risk index and …

This article explores the effect of uncertainty on the cryptocurrency market. Previous work
has been limited to analyzing the effect of uncertainty on Bitcoin. We depart from the …

This paper studies risk premia in a large cross-section of cryptocurrency. We characterize
the stochastic discount factor in terms of latent factors and obtain risk premia estimates for a …

We examine the effect of crisis sentiment on cryptocurrencies' price crash risk. We show that
cryptocurrencies' price crash risk is positively related to the FEARS index, indicating that a …

This survey reviews the empirical literature concerning the impacts of geopolitical
uncertainty as expressed by the highly innovative Geopolitical Risk Index (GPR) by Cardara …

This study examines the predictability of cryptocurrency returns based on investors' risk
premia. Prior studies that have examined the predictability of cryptocurrencies using various …

This article empirically investigates some of the key features of cryptocurrency returns and
volatilities, such as their relationship with traditional asset classes, as well as the main …

Employing high-dimensional stochastic-volatility commonality tests on crypto-assets against
a basket of global investor sentiment proxies, we report new evidence that the …

Given public concerns about the negative consequences of environmental consequences of
cryptocurrencies, along with their volatilities, we investigate connectedness between …

The advance of cryptocurrencies has sparked wide concern over their interplay with the
existing global financial market. This paper analyzes the risk spillover relation between …