In this study, we examine the connection between geopolitical risk (GPR) and stock market
volatility in emerging economies. Our motivation for this study is premised on the need to …

This paper investigates the risk spillovers from geopolitical risk to five renewable energy
stock markets by measuring four types of (normalized) delta conditional Value-at-Risk …

Bitcoin, as the first decentralized cryptocurrency, pioneers the cryptocurrency markets, both
in terms of market capitalization and scientific interest. In this paper, we performed a …

We explore the relationship between two novel Twitter-based measures of economic and
market uncertainty and the performance of four major cryptocurrencies. Using a battery of …

This paper uses a unique dataset of 120 regulatory events from five classes to test the
relevance of the regulatory framework for cryptocurrency value. Time-series market-wide …

This paper revisits the linkage between cryptocurrencies and public disclosed preferences,
proxied by online searches. We show that cryptocurrencies are not related to a general …

The study quantifies the spillover effects in the cryptocurrency market using a rolling-window
Bayesian Vector Autoregressive Model. The present study offers a better understanding of …

COVID-19 is the first global scale crisis since the inception of Bitcoin. We compare the
contagion phenomenon of Bitcoin and other financial markets or assets pre and during the …

This paper investigates the impacts of News-based Implied Volatility (NVIX) on the long-term
volatility of five cryptocurrencies using the GARCH-MIDAS model. We also evaluate the …

This study examines nonlinear effects of global and country-specific geopolitical risk
uncertainty on stock returns of Brazil, India, Indonesia, South Africa, and Turkey, employing …