Over the last few years, the holding and use of cryptocurrencies, as well as the entire
ecosystem of decentralised finance (DeFi), has become popular worldwide. However, their …

Despite widespread skepticism linked to cryptocurrencies, they are constantly gaining the
interest of scholars, investors, media, and regulators. Recognizing the importance that …

We evaluate the ability of futures market participants' trading behavior decisions to predict
cryptocurrency returns. We establish that cryptocurrency returns are driven and predicted by …

This paper has investigated the predictability of the top ten cryptocurrencies' price dynamics,
ranked by their daily market capitalization and trade volume, via the information theory …

Purpose This study investigates the diversification benefits of multiple cryptocurrencies and
their usefulness as investment assets, individually or combined, in enhancing the …

The cryptocurrency market is understood as being more volatile than traditional asset
classes. Therefore, modeling the volatility of cryptocurrencies is important for making …

This letter has investigated the exogenous shocks (climate change and the Russia-Ukraine
war) in the top ten digital currencies' price dynamics. Therefore, we use the information …

The assessment of cryptocurrency performance has been subject to criticism due to the lack
of a standardized approach, leaving the evaluation process without clear guidance. In this …

Cryptocurrencies have become an attractive asset class for all types of investors. A relevant
question is whether their inclusion in portfolios improves their risk-return output. In this …

Cryptocurrencies have become an attractive asset class for all types of investors. A relevant
question is whether their inclusion in portfolios improves their risk-return output. In this …