Cryptocurrency market microstructure: a systematic literature review

J Almeida, TC Gonçalves - Annals of Operations Research, 2024 - Springer
This study contributes to the unconsolidated cryptocurrency literature, with a systematic
literature review focused on cryptocurrency market microstructure. We searched Web of …

How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?

JB Nouir, HBH Hamida - Research in International Business and Finance, 2023 - Elsevier
We investigate how economic policy uncertainty (EPU) and geopolitical risks (GPR) impact
Bitcoin volatility with respect to factors related to type and nationality of uncertainty …

Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?

Y Song, B Chen, XY Wang - Financial innovation, 2023 - Springer
As a financial innovation of the information age, cryptocurrency is a complex concept with
clear advantages and disadvantages and is worthy of discussion. Exploring from a terrorism …

Does oil prices cause financial liquidity crunch? Perspective from geopolitical risk

K Khan, CW Su, R Tao - Defence and Peace Economics, 2021 - Taylor & Francis
This study measures whether oil prices affect financial liquidity (FL) in the Kingdom of Saudi
Arabi (KSA). The results indicate a positive association between oil prices (OP) and FL in the …

Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models

J Cheng, S Tiwari, D Khaled, M Mahendru… - … Forecasting and Social …, 2024 - Elsevier
In recent years, investors, corporations, and enterprises have shown great interest in the
Bitcoin network; thus, promoting its products and services is crucial. This study utilizes an …

Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?

CC Lee, MP Chen - The North American Journal of Economics and Finance, 2020 - Elsevier
This paper examines whether US and home country geopolitical risks (GPRs) and disasters
matter for the returns from cross-border trading of country exchange-traded funds (ETFs) by …

Robust drivers of Bitcoin price movements: An extreme bounds analysis

WMA Ahmed - The North American Journal of Economics and Finance, 2022 - Elsevier
There is a growing stream of empirical research that endeavors to identify the influential
variables contributing to the price formation of cryptocurrencies and, in particular, Bitcoin …

Which predictor is more predictive for Bitcoin volatility? And why?

C Liang, Y Zhang, X Li, F Ma - International Journal of Finance …, 2022 - Wiley Online Library
Being more and more popular in the past 10 years, Bitcoin has drawn extensive attention
from the press, scholars, and practitioners. The aim of this paper is to investigate which …

Forecasting realized volatility of bitcoin: The role of the trade war

E Bouri, K Gkillas, R Gupta, C Pierdzioch - Computational Economics, 2021 - Springer
We analyze the role of the US–China trade war in forecasting out-of-sample daily realized
volatility of Bitcoin returns. We study intraday data spanning from 1st July 2017 to 30th June …

The effects of geopolitical uncertainty on cryptocurrencies and other financial assets

ΝA Kyriazis - SN Business & Economics, 2020 - Springer
This survey reviews the empirical literature concerning the impacts of geopolitical
uncertainty as expressed by the highly innovative Geopolitical Risk Index (GPR) by Cardara …