Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks

M Balcilar, H Ozdemir, B Agan - Physica A: Statistical Mechanics and its …, 2022 - Elsevier
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology

Z Tong, JW Goodell, D Shen - Finance Research Letters, 2022 - Elsevier
Studies apply non-parametric wavelet Granger causality testing to investigate bi-directional
causalities of cryptocurrencies with Twitter and Google. However, this method only provides …

[HTML][HTML] Superhighways and roads of multivariate time series shock transmission: application to cryptocurrency, carbon emission and energy prices

P Pagnottoni - Physica A: Statistical Mechanics and its Applications, 2023 - Elsevier
Inferring the heterogeneous connection pattern of a networked system of multivariate time
series observations is a key issue. In finance, the topological structure of financial …

Cryptocurrencies in accounting schools?

Y Marei, A Almasarwah, M Al Bahloul… - Higher Education, Skills …, 2023 - emerald.com
Cryptocurrencies in accounting schools? | Emerald Insight Books and journals Case studies
Expert Briefings Open Access Publish with us Advanced search Cryptocurrencies in accounting …

Co-Movements between an Asian Technology Stock Index and Cryptocurrencies during the COVID-19 Pandemic: A Bi-Wavelet Approach

A Rijanto - Economies, 2023 - mdpi.com
This study investigates the co-movement patterns of Asia technology stock indices and
cryptocurrencies during the COVID-19 pandemic. The analysis examines Bitcoin and …

Financial networks of cryptocurrency prices in time-frequency domains

P Pagnottoni, A Famà, JM Kim - Quality & Quantity, 2024 - Springer
This paper explores financial networks of cryptocurrency prices in both time and frequency
domains. We complement the generalized forecast error variance decomposition method …

The financial repercussions of military escalation

M Santorsola, R Caferra, A Morone - Physica A: Statistical Mechanics and …, 2022 - Elsevier
This paper investigates the initial market reactions to the February 2022 military escalation.
We provide an overview while discriminating for different investment classes, shining light …

Kripto para piyasasında fiyat balonları ve yatırımcı ilgisinin etkisi

GG Yağcılar - Mehmet Akif Ersoy Üniversitesi Uygulamalı Bilimler …, 2022 - dergipark.org.tr
Belirli bir içsel değeri bulunmayan ve fiyatı ekonomik temellerle tahmin edilemeyen kripto
paraların spekülasyona açık oldukları ve fiyatlarının davranışsal birtakım faktörler tarafından …

Response of BTC Market to social media sentiment: application of cross-quantilogram with bootstrap

K Sohag, M Ullah - Digitalization and the future of financial services …, 2022 - Springer
The cryptocurrency market is regarded as the world's first entirely decentralized digital
payment system, with no third-party influence. Hence, the advent of Bitcoin symbolizes a …

[HTML][HTML] Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic

MM Ghazani, AAM Malekshah… - Financial …, 2024 - jfin-swufe.springeropen.com
We used daily return series for three pairs of datasets from the crude oil markets (WTI and
Brent), stock indices (the Dow Jones Industrial Average and S&P 500), and benchmark …