[HTML][HTML] Economic policy uncertainty and cryptocurrency market as a risk management avenue: A systematic review

IU Haq, A Maneengam, S Chupradit, W Suksatan… - Risks, 2021 - mdpi.com
Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the
cryptocurrency market as a risk management avenue has got the attention of researchers …

[HTML][HTML] Is non-fungible token pricing driven by cryptocurrencies?

M Dowling - Finance Research Letters, 2022 - Elsevier
In early 2021, non-fungible tokens (NFT) became the first application of blockchain
technology to achieve clear public prominence. NFTs are tradeable rights to digital assets …

[HTML][HTML] Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies

S Karim, BM Lucey, MA Naeem, GS Uddin - Finance Research Letters, 2022 - Elsevier
The high volatility of the blockchain markets has driven the attention of investors and market
participants to concentrate on the diversification avenues of NFTs, DeFi Tokens, and …

Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication

I Yousaf, L Yarovaya - Global Finance Journal, 2022 - Elsevier
The paper examines the return and volatility transmission between NFTs, Defi assets, and
other assets (oil, gold, Bitcoin, and S&P 500) using the TVP-VAR framework. The results …

Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices

S Karim, MA Naeem, N Mirza… - The Journal of Risk …, 2022 - emerald.com
Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Advanced …

A tale of two tails among carbon prices, green and non-green cryptocurrencies

L Pham, S Karim, MA Naeem, C Long - International Review of Financial …, 2022 - Elsevier
This paper studies the tail dependence among carbon prices, green and non-green
cryptocurrencies. Using daily closing prices of carbon, green and non-green …

[HTML][HTML] The effects of central bank digital currencies news on financial markets

Y Wang, BM Lucey, SA Vigne, L Yarovaya - Technological Forecasting and …, 2022 - Elsevier
Based on coverage of over 660m news stories from LexisNexis News & Business between
2015–2021, we provide two new indices around the growing area of Central Bank Digital …

Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic

L Yarovaya, J Brzeszczyński, JW Goodell… - Journal of International …, 2022 - Elsevier
Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …

Are the European Union stock markets vulnerable to the Russia–Ukraine war?

V Kumari, G Kumar, DK Pandey - Journal of Behavioral and Experimental …, 2023 - Elsevier
This study examines the market reaction to the 2022 Russian invasion of Ukraine on the
leading European Union stock market indices employing the event study method, cross …

[HTML][HTML] Volatility spillovers across NFTs news attention and financial markets

Y Wang - International review of financial analysis, 2022 - Elsevier
The aim of this study is to investigate the volatility spillover connectedness between NFTs
attention and financial markets. This paper firstly proposes a new direct proxy for the public's …