In this paper, we examine the role of United States Economic Policy Uncertainty (US EPU) on the connectedness between bitcoin and precious metals using both dynamic spillover …
Y Zhang, S Hamori - Economic Analysis and Policy, 2022 - Elsevier
Based on the TVP-VAR (time-varying parameter vector autoregressive) based extended joint connectedness methodology, this study analyzes the joint connectedness among …
This study focuses on exploring the relationships between different categories of crypto assets and measures of uncertainty in BRIC countries, specifically examining geopolitical …
TLD Huynh, T Burggraf, M Wang - Journal of Multinational Financial …, 2020 - Elsevier
This study examines the prediction power of the ratio of gold to platinum prices (GP) on Bitcoin. By using different models and data sources for Bitcoin, we find that GP predicts …
RK Jana - International Review of Economics & Finance, 2024 - Elsevier
The present research explores the nexus of geopolitical risk (GPR) with metaverse coins and traditional crypto assets. We apply wavelet-based techniques to capture their time …
R Dias, N Horta, C Revez, P Heliodoro… - … Conference–ERAZ 2022 …, 2022 - ceeol.com
When compared to traditional financial markets, cryptocurrencies were seen as assets with minimal correlations. However, because this continually expanding financial market is …
H Inzirillo, B Mat - arXiv preprint arXiv:2112.15036, 2021 - arxiv.org
The objective of this paper is to assess the performances of dimensionality reduction techniques to establish a link between cryptocurrencies. We have focused our analysis on …
This thesis explores the impact of geopolitical risk on cross-market co-movements in both global stock markets and regional foreign exchange markets over the period of 1995-2023 …
This thesis aims to examine the relationship between geopolitical risk and volatility connectedness of five cryptocurrencies, namely Bitcoin (BTC), Ethereum (ETH), Ripple …