An overview of decentralized autonomous organizations on the blockchain
Blockchain technology has emerged as a new paradigm to build decentralized systems
which do not require a central authority. It is most popular for enabling Bitcoin and other …
which do not require a central authority. It is most popular for enabling Bitcoin and other …
An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID …
NTH Nham - Technological Forecasting and Social Change, 2022 - Elsevier
We employ a time-varying parameter vector autoregression (TVP-VAR) in combination with
an extended joint connectedness approach to study interlinkages between four markets …
an extended joint connectedness approach to study interlinkages between four markets …
A comparative analysis of the platforms for decentralized autonomous organizations in the Ethereum blockchain
Blockchain technology has enabled a new kind of distributed systems. Beyond its early
applications in Finance, it has also allowed the emergence of novel new ways of …
applications in Finance, it has also allowed the emergence of novel new ways of …
Cryptocurrency market microstructure: a systematic literature review
J Almeida, TC Gonçalves - Annals of Operations Research, 2024 - Springer
This study contributes to the unconsolidated cryptocurrency literature, with a systematic
literature review focused on cryptocurrency market microstructure. We searched Web of …
literature review focused on cryptocurrency market microstructure. We searched Web of …
[HTML][HTML] Efficiency in the markets of crypto-currencies
We show that the level of market-efficiency in the five largest cryptocurrencies is highly time-
varying. Specifically, before 2017, cryptocurrency-markets are mostly inefficient. This …
varying. Specifically, before 2017, cryptocurrency-markets are mostly inefficient. This …
The effect of political and economic uncertainty on the cryptocurrency market
This article explores the effect of uncertainty on the cryptocurrency market. Previous work
has been limited to analyzing the effect of uncertainty on Bitcoin. We depart from the …
has been limited to analyzing the effect of uncertainty on Bitcoin. We depart from the …
Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis
O Özdemir - Financial Innovation, 2022 - Springer
This study investigates the dynamic mechanism of financial markets on volatility spillovers
across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether …
across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether …
The relationship between the economic policy uncertainty and the cryptocurrency market
In this paper, we investigate whether the economic policy uncertainty (EPU) index provided
by Baker et al.(2016) can predict cryptocurrency returns. We show that the EPU index of …
by Baker et al.(2016) can predict cryptocurrency returns. We show that the EPU index of …
Portfolio optimization in the era of digital financialization using cryptocurrencies
The Fourth industrial revolution has seen many innovative technologies that are now
challenging traditional economies. The innovative and technological financial instruments …
challenging traditional economies. The innovative and technological financial instruments …
The transaction behavior of cryptocurrency and electricity consumption
Rapidly increasing cryptocurrency prices have encouraged cryptocurrency miners to
participate in cryptocurrency production, increasing network hashrates and electricity …
participate in cryptocurrency production, increasing network hashrates and electricity …