A systematic review of the bubble dynamics of cryptocurrency prices

N Kyriazis, S Papadamou, S Corbet - Research in International Business …, 2020 - Elsevier
This paper surveys the academic literature concerning the formation of pricing bubbles in
digital currency markets. Studies indicate that several bubble phases have taken place in …

How cryptocurrency affects economy? A network analysis using bibliometric methods

Y Yue, X Li, D Zhang, S Wang - International Review of Financial Analysis, 2021 - Elsevier
This paper analyses existing literature about the economic effects of cryptocurrency using
bibliometric methods. 1850 articles are collected from “Web of Science core database” from …

The impact of the Russia-Ukraine conflict on the connectedness of financial markets

Z Umar, O Polat, SY Choi, T Teplova - Finance Research Letters, 2022 - Elsevier
We investigate the impact of geopolitical risks caused by the Russian-Ukrainian conflict on
Russia, European financial markets, and the global commodity markets. We measure the …

[HTML][HTML] Safe haven or risky hazard? Bitcoin during the COVID-19 bear market

T Conlon, R McGee - Finance Research Letters, 2020 - Elsevier
The Covid-19 bear market presents the first acute market losses since active trading of
Bitcoin began. This market downturn provides a timely test of the frequently expounded safe …

[HTML][HTML] Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic

T Conlon, S Corbet, RJ McGee - Research in International Business and …, 2020 - Elsevier
The COVID-19 pandemic provided the first widespread bear market conditions since the
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …

Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis

R Khalfaoui, G Gozgor, JW Goodell - Finance Research Letters, 2023 - Elsevier
Cryptocurrency values have recently fallen substantially. Why? We examine the impact of
attention on the Russia-Ukraine War, proxied by Google Trends, on cryptocurrencies (and …

[HTML][HTML] Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties

AH Elsayed, G Gozgor, CKM Lau - International Review of Financial …, 2022 - Elsevier
This paper examines return and volatility connectedness between Bitcoin, traditional
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …

[HTML][HTML] The cryptocurrency uncertainty index

BM Lucey, SA Vigne, L Yarovaya, Y Wang - Finance Research Letters, 2022 - Elsevier
We have developed and made available a new Cryptocurrency Uncertainty Index (UCRY)
based on news coverage. Our UCRY Index captures two types of uncertainty: that of the …

Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi, T Teplova - Finance Research Letters, 2022 - Elsevier
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …

[HTML][HTML] Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine

B Będowska-Sójka, E Demir, A Zaremba - Finance Research Letters, 2022 - Elsevier
We examine the hedging properties of different asset classes as impacted by the Russian
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …