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 …
A systematic review of the bubble dynamics of cryptocurrency prices
This paper surveys the academic literature concerning the formation of pricing bubbles in
digital currency markets. Studies indicate that several bubble phases have taken place in …
digital currency markets. Studies indicate that several bubble phases have taken place in …
Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?
Utilizing the WHO COVID-19 pandemic statement, we test Bitcoin and Ethereum as safe-
havens for stocks. We find that the two largest cryptocurrencies are suitable as short-term …
havens for stocks. We find that the two largest cryptocurrencies are suitable as short-term …
[HTML][HTML] Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
The COVID-19 pandemic provided the first widespread bear market conditions since the
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
The cryptocurrency markets are perceived as being dominated by Bitcoin leading the overall
system dynamics. Although the previous empirical evidence points towards strong …
system dynamics. Although the previous empirical evidence points towards strong …
Diversifying equity with cryptocurrencies during COVID-19
JW Goodell, S Goutte - International Review of Financial Analysis, 2021 - Elsevier
Literature suggests assets become more correlated during economic downturns. The COVID-
19 crisis provides an unprecedented opportunity to investigate this considerably further …
19 crisis provides an unprecedented opportunity to investigate this considerably further …
[HTML][HTML] The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies
This research explores the impact of COVID-19-related media coverage on the dynamic
return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC) …
return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC) …
[HTML][HTML] A preliminary assessment of the performance of DeFi cryptocurrencies in relation to other financial assets, volatility, and user-generated content
J Piñeiro-Chousa, MÁ López-Cabarcos, A Sevic… - … Forecasting and Social …, 2022 - Elsevier
After the so-called “crypto-winter”, decentralised finance (DeFi) is reviving interest in
cryptocurrency amongst the scientific community, public and private institutions, and …
cryptocurrency amongst the scientific community, public and private institutions, and …
Connectedness between Defi assets and equity markets during COVID-19: A sector analysis
This paper explores the dynamic connectedness between Defi assets and sector stock
markets focused around the COVID-19 pandemic crisis. For that aim, this research applies …
markets focused around the COVID-19 pandemic crisis. For that aim, this research applies …
[HTML][HTML] The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: Evidence from the VAR-DCC-GARCH approach
Using intraday data, this study employs the VAR-DCC-GARCH model to examine return and
volatility transmission among Bitcoin, Ethereum, and Litecoin during the pre-COVID-19 and …
volatility transmission among Bitcoin, Ethereum, and Litecoin during the pre-COVID-19 and …