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 …

Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks

M Balcilar, H Ozdemir, B Agan - Physica A: Statistical Mechanics and its …, 2022 - Elsevier
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Can cryptocurrency solve the problem of financial constraint in corporates? A literature review and theoretical perspective

J Symss - Qualitative Research in Financial Markets, 2023 - emerald.com
Purpose This paper aims to attempt to examine some of the unique features of
cryptocurrency and the reasons for its growing market acceptability. Given the expanding …

[PDF][PDF] Are green bonds and sustainable cryptocurrencies truly sustainable? Evidence from a wavelet coherence analysis

IU Haq, A Maneengam, S Chupradit… - Economic research …, 2023 - hrcak.srce.hr
This article aims to explore the co-movement of daily returns among S&P green bonds
(GB/GBs), the top five sustainable cryptocurrencies, Bitcoin, the Dow Jones Sustainability …

Sustainable versus conventional cryptocurrencies in the face of cryptocurrency uncertainty indices: An analysis across time and scales

IUI Haq, E Bouri - Journal of Risk and Financial Management, 2022 - mdpi.com
Are conventional and sustainable cryptocurrencies effective hedging instruments for high
cryptocurrency uncertainty? This paper examines co-movements between conventional …

Connectedness between Gold and Cryptocurrencies in COVID‐19 Pandemic: A Frequency‐Dependent Asymmetric and Causality Analysis

Z Barson, PO Junior, AM Adam, E Asafo-Adjei - Complexity, 2022 - Wiley Online Library
We employ a frequency‐dependent asymmetric and causality analysis to investigate the
connectedness between gold and cryptocurrencies during the COVID‐19 pandemic. Hence …

Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets

S Papadamou, NA Kyriazis, PG Tzeremes - The North American Journal of …, 2021 - Elsevier
This paper sets out to explore whether the innovative Economic Policy Uncertainty (EPU)
index and the safe haven asset of gold influence returns of high-capitalization …

Volatility spillovers, structural breaks and uncertainty in technology sector markets

L Arnell, E Engström, GS Uddin, MB Hasan… - Financial Innovation, 2023 - Springer
This study uses the dynamic conditional correlation to investigate how technology subsector
stocks interact with financial assets in the face of economic and financial uncertainty. Our …

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 …

Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach

AK Sharma - The Journal of Economic Asymmetries, 2023 - Elsevier
The study examines the relationship between cryptocurrency market and economic policy
uncertainty (EPU) by concentrating on the top five cryptocurrencies assessed by market …