S Corbet, C Larkin - Review of Corporate Finance, 2023 - nowpublishers.com
Abstract The development of Central Bank Digital Currencies (CBDC hereafter) has been observed as one of the largest and most progressive movements by central banks in recent …
This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities (gold, silver, palladium, and platinum) from January 1985 to …
Y Zhong, X Chen, C Wang, Z Wang, Y Zhang - Energy Economics, 2023 - Elsevier
Analysing the green bond's hedging performance against cryptocurrency uncertainty is essential to maximising investment returns. The study innovatively uses the TVP-SV-VAR …
M Qin, CW Su, L Qiu, OR Lobonţ - … and Economic Development …, 2024 - journals.vilniustech.lt
This exploration employs the generalized supremum augmented Dickey-Fuller (GSADF) approach to explore whether there are digital tech bubbles in China. The empirical results …
This paper investigates the non-linear causal nexus at lower, medium, and upper quantiles that cryptocurrencies can generate as a hedging mechanism for international benchmark …
A Cascavilla - Journal of Economic Psychology, 2024 - Elsevier
With Bitcoin at the forefront, cryptocurrencies are gaining traction as an alternative asset investment, particularly among young investors. Although most of the empirical evidence …
A monetary model is established to introduce that bitcoin does have the characteristics of a price rise when the economic situation is terrible under high risk aversion. At this time …
A number of financial bubbles have occurred throughout history. The objective of this study was to identify the main similarities between Bitcoin price behavior during bubble periods …
M Mili, A Bouteska - The Journal of Risk Finance, 2023 - emerald.com
Purpose This paper examines and forecasts correlations between cryptocurrencies and major fiat currencies using Generalized Autoregressive Score (GAS) time-varying copulas …