This study has been inspired by the emergence of socially responsible investment practices in mainstream investment activity as it examines the transmission of return patterns between …
The study in the age of the 4th industrial revolution examines the time and frequency domain connectedness and spill-over among Fintech, green bonds, and cryptocurrencies. Using …
Against the milieu of rapidly growing investment in technologically induced assets, this study examines the investment role of Bitcoin, fintech, and artificial intelligence (AI) stocks in …
This paper takes part in the ongoing debate on the newly emerging field of financial technology by systematically reviewing 164 articles on cryptocurrency volatility during the …
I Yousaf, M Gubareva, T Teplova - The North American Journal of …, 2023 - Elsevier
Employing the vector auto-regression based on generalized forecast error variance decomposition, this paper investigates the connectedness of non-fungible tokens (NFTs) …
This research explores the distributional and directional predictabilities among Fintech, Bitcoin, and artificial intelligence stocks from March 2018 to January 2021 using …
We use time and frequency connectedness approaches based on network analysis to investigate the volatility connectedness among 27 emerging equity markets and seven high …
On a univariate setting, this study aims to:(a) model the volatility of Bitcoin, Dash, Monero, and Stellar,(b) check the eventual existence of structural breaks in their volatility, and (c) …
J Wang, F Ma, E Bouri, Y Guo - Journal of Forecasting, 2023 - Wiley Online Library
Academic research relies heavily on exogenous drivers to improve the forecasting accuracy of Bitcoin volatility. The present study provides additional insight into the role of both …