We comparatively assess drivers of DeFi token prices, testing the impact and connectedness
between Bitcoin (as a cryptocurrency asset-class leader), Ethereum (as a platform for DeFi) …

We test for the existence of bubbles in conventional and DeFi-focused cryptocurrencies,
seeking to identify key driving forces that distinguish DeFi tokens from conventional …

The global market capitalisation of bitcoin has exponentially increased in recent years and
there are concerns that the current prices of bitcoin do not reflect the true and fair underlying …

Using search engine data from Google Trends alongside dates of US regulatory
announcements, we comparatively investigate the nature of search-engine intensity and …

This paper examines the relationship between news coverage and Bitcoin returns. Previous
studies have provided evidence to suggest that macroeconomic news affects stock returns …

This paper examines the role of the information disclosed on blockchains in the
cryptocurrency market. We find that blockchain disclosure on user adoption, measured as …

After the so-called “crypto-winter”, decentralised finance (DeFi) is reviving interest in
cryptocurrency amongst the scientific community, public and private institutions, and …

We examine the response of a broad set of digital assets to US Federal Fund interest rate
and quantitative easing announcements, specifically examining associated volatility …

Cryptocurrency trading is subject to strict government-imposed restrictions in China since
September 2017, when trading platforms were shut down. Using a VAR-GARCH-BEKK …

Crypto assets have emerged as an increasingly popular asset class among retail and
institutional investors. Although initially considered a fringe asset class, their increased …