We use the GARCH-MIDAS model to extract the long-and short-term volatility components of
cryptocurrencies. As potential drivers of Bitcoin volatility, we consider measures of volatility …

This study aimed to analyze herding behavior and contagion phenomena in the
cryptocurrency market. We selected 50 of the most liquid and capitalized currencies in the …

While innovation in finance is not a new concept, the focus on technological innovations and
its pace have increased significantly. Fintech solutions that make use of big data analytics …

Cryptocurrencies have left the dark side of the finance universe and become an object of
study for asset and portfolio management. Since they have low liquidity compared to …

Public interest, explosive returns, and diversification opportunities gave stimulus to the
adoption of traditional financial tools to crypto-currencies. While the CRIX offered the first …

This study explains the Islamic economic perspective on cryptocurrency, in this case, in the
light of maqashid shariah. This research was a literature study and qualitative in nature. The …

In this paper, we investigate the dynamics of the bitcoin (BTC) price through the vanilla
options available on the market. We calibrate a series of Markov models on the option …

The motivation of proposing and editing the Special Issue “Blockchain and cryptocurrencies”
came from the inspirational invited and contributed talks at the 43rd annual AMASES …

This study aims to assess the knowledge flow within the research field and provide
recommendations for further investigation. Specifically, this study conducts a thematic …

This study explains the Islamic economic perspective on cryptocurrency, in this case, in the
light of maqashid shariah. This research was a literature study and qualitative in nature. The …