This study is an integrated survey of GARCH methodologies applications on 67 empirical
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …

ABSTRACT Central Bank Digital Currency (CBDC) is a digital asset backed to fiat currencies
issued and regulated by reputable national financial institutions. Bearing in mind …

Purpose This study aims to investigate the impact of financial and behavioural factors on
investment decisions in the cryptocurrency market within the Gulf Cooperation Council …

This paper sets out to explore whether convergence and herding phenomena exist for digital
currencies. Daily data cover a large spectrum of cryptocurrencies in separate bull and bear …

Purpose The present study sets out to examine the empirical literature on the behavioural
aspects of cryptocurrencies, showing the findings of related studies and discussing the …

Purpose With the unprecedented growth of digitalization across the globe, a new asset
class, that is cryptocurrency, has emerged to attract investors of all stripe. The novelty of this …

This paper explores the asymmetric effect of COVID-19 pandemic news, as measured by the
coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage) …

Digital currency is considered a form of currency which is used in the digital world such as
digital forms or electronic devices. Several terms are synonyms for digital currency like …

This paper analyses the herding behaviour among exchanges around the expiration of
bitcoin futures traded on the Chicago Mercantile Exchange (CME). The database extends …

Herding behaviour is an interesting phenomenon that has a serious impact on the market,
leading to inefficient asset prices and high volatility in periods of market turmoil. We …