This survey develops a dual analysis, consisting, first, in a bibliometric examination and,
second, in a close literature review of all the scientific production around cryptocurrencies …

This study conducts a systematic survey on whether the pricing behavior of cryptocurrencies
is predictable. Thus, the Efficient Market Hypothesis is rejected and speculation is feasible …

This paper provides a systematic review of the empirical literature based on the major topics
that have been associated with the market for cryptocurrencies since their development as a …

This paper investigates the predictive power of global geopolitical risks (GPR) index on daily
returns and price volatility of Bitcoin over the period July 18, 2010–May 31, 2018 …

This paper measures interdependencies among 18 major cryptocurrencies and shows that
(i) Bitcoin is the dominant contributor of return and volatility spillovers among all the sampled …

In this study, we employ a TVP-FAVAR connectedness approach in order to investigate the
transmission mechanism in the cryptocurrency market. To this end, we concentrate on the …

We use the GARCH-MIDAS model to extract the long-and short-term volatility components of
cryptocurrencies. As potential drivers of Bitcoin volatility, we consider measures of volatility …

Through the application of Diagonal BEKK and Asymmetric Diagonal BEKK methodologies
to intra-day data for eight cryptocurrencies, this paper investigates not only conditional …

We extend our limited understanding on the Granger causality from trading volume to the
returns and volatility in the cryptocurrency market via a copula-quantile causality approach …

This paper discusses how similar Bitcoin is to a commodity. The application of a number of
both linear and non-linear GARCH models indicates that the role of extreme price …