Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data

W Mensi, MU Rehman, XV Vo, SH Kang - Economic Analysis and Policy, 2024 - Elsevier
This study examines the nonlinear multiscale relationships and spillovers among the main
cryptocurrencies (Bitcoin, Bitcoin cash, Ethereum, Litecoin, DASH, Ripple, and Monero) …

[HTML][HTML] Does geopolitical risk affect exports? Evidence from China

K Liu, Q Fu, Q Ma, X Ren - Economic Analysis and Policy, 2024 - Elsevier
Geopolitical conflicts and power games among major nations present substantial challenges
to cross-border trade and global economic development; however, the existing literature has …

Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China

P Zhang, K Xu, J Huang, J Qi - Financial Innovation, 2024 - Springer
This study employs a fixed-effects model to investigate the holiday effect in the
cryptocurrency market, using trading data for the top 100 cryptocurrencies by market …

Surviving the Storm: Hazard Models and Signaling Shocks in Bitcoin Prices

D Balutel, MC Voia - Revue française d'économie, 2023 - shs.cairn.info
Revue française d'économie, n 4/vol XXXVIII ding valuable insights for investors, analysts,
and stakeholders within the cryptocurrency domain. The discussion within this paper …