[HTML][HTML] A systematic literature review of investor behavior in the cryptocurrency markets

J Almeida, TC Gonçalves - Journal of Behavioral and Experimental …, 2023 - Elsevier
This review aims to analyze and synthesize the literature produced so far on investor
behavior in the cryptocurrency market. We use VOSviewer 1.6. 17 software to perform a …

A systematic review of the bubble dynamics of cryptocurrency prices

N Kyriazis, S Papadamou, S Corbet - Research in International Business …, 2020 - Elsevier
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 …

Forecasting and trading cryptocurrencies with machine learning under changing market conditions

H Sebastião, P Godinho - Financial Innovation, 2021 - Springer
This study examines the predictability of three major cryptocurrencies—bitcoin, ethereum,
and litecoin—and the profitability of trading strategies devised upon machine learning …

Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

DY Aharon, Z Umar, XV Vo - Financial Innovation, 2021 - Springer
This study examines the connectedness between the US yield curve components (ie, level,
slope, and curvature), exchange rates, and the historical volatility of the exchange rates of …

Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets

P Marmora - Journal of International Financial Markets, Institutions …, 2022 - Elsevier
Despite mounting central bank concerns over cryptocurrency adoption, there is little
evidence that monetary policy compels national currency holders to consider decentralized …

Are Islamic gold-backed cryptocurrencies different?

C Aloui, H ben Hamida, L Yarovaya - Finance Research Letters, 2021 - Elsevier
We assess the differential impact of geopolitical risk on Islamic and conventional gold
backed cryptocurrencies using a multivariate Generalized Autoregressive Conditional …

Monetary policy and Bitcoin

S Karau - Journal of International Money and Finance, 2023 - Elsevier
I empirically study the impact of monetary policy on Bitcoin, and show that is has evolved
over time. First, based on high-frequency data, the paper documents that Bitcoin prices did …

Fantastic beasts: blockchain based banking

DJ Daluwathumullagamage, A Sims - Journal of risk and financial …, 2021 - econstor.eu
Blockchain is one of the primary digital technologies utilised in the finance industry with
huge future potential. This study conducts a systematic literature review of a final sample of …

Cryptocurrency as an alternative inflation hedge?

LA Smales - Accounting & Finance, 2024 - Wiley Online Library
We examine the association of Bitcoin, and other cryptocurrency, returns with changes in
inflation expectations, and form a comparison with gold, a traditional inflation hedge. We …

Measuring the impact of digital exchange cyberattacks on Bitcoin Returns

G Milunovich, SA Lee - Economics Letters, 2022 - Elsevier
We investigate the impact on Bitcoin returns arising from cyberattacks on digital exchanges
over the 2012–2021 period. In particular, we test the hypothesis that Bitcoin experiences …