Cryptocurrency trading: a comprehensive survey
In recent years, the tendency of the number of financial institutions to include
cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital …
cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital …
[PDF][PDF] Cryptocurrencies in modern finance: a literature review
A Rejeb, K Rejeb, JG Keogh - Etikonomi, 2021 - pdfs.semanticscholar.org
The focus on cryptocurrencies in the finance and banking sectors is gaining momentum. In
this paper, we investigate the role of cryptocurrencies in modern finance. We apply a …
this paper, we investigate the role of cryptocurrencies in modern finance. We apply a …
Cryptocurrencies and stock market indices. Are they related?
In this paper, we investigate the stochastic properties of six major cryptocurrencies and their
bilateral linkages with six stock market indices using fractional integration techniques. From …
bilateral linkages with six stock market indices using fractional integration techniques. From …
Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets
We present a multi-scale and time-frequency analysis of the degree of integration and the
lead-lag relationship between six cryptocurrencies (ie, Bitcoin, Bitcoincash, Ethereum …
lead-lag relationship between six cryptocurrencies (ie, Bitcoin, Bitcoincash, Ethereum …
[HTML][HTML] Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis
In this paper, we examine comovements between stock market returns and investments that
take into account Environmental, Social, and Governance (ESG) factors by studying the …
take into account Environmental, Social, and Governance (ESG) factors by studying the …
Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
This study analyzes the lead-lag relationship between the price indices of energy fuels and
each of food, industrial inputs, agriculture raw materials, metals and beverages in the time …
each of food, industrial inputs, agriculture raw materials, metals and beverages in the time …
Information Flow between Global Equities and Cryptocurrencies: A VMD‐Based Entropy Evaluating Shocks from COVID‐19 Pandemic
The world has witnessed the adverse impact of the COVID‐19 pandemic. Accordingly, it is
expected that information transmission between equities and digital assets has been altered …
expected that information transmission between equities and digital assets has been altered …
Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …
investigate the volatility connectedness among 27 emerging equity markets and seven high …
Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets
A Bouteska, T Sharif, MZ Abedin - The Quarterly Review of Economics and …, 2023 - Elsevier
On a univariate setting, this study aims to:(a) model the volatility of Bitcoin, Dash, Monero,
and Stellar,(b) check the eventual existence of structural breaks in their volatility, and (c) …
and Stellar,(b) check the eventual existence of structural breaks in their volatility, and (c) …
[HTML][HTML] Cryptocurrency returns and the volatility of liquidity
T Leirvik - Finance Research Letters, 2022 - Elsevier
In this paper I document a positive relation between the volatility of liquidity and expected
returns. Specifically, I analyze the relationship between the idiosyncratic volatility of market …
returns. Specifically, I analyze the relationship between the idiosyncratic volatility of market …