We examine whether the occurrence of jumps in the return of major cryptocurrencies
increases the likelihood of jumps in the stock returns of blockchain and crypto-exposed US …

This study addresses the ongoing debate concerning the environmental implications of
cryptocurrencies. Specifically, it investigates the impact of Bitcoin trading volume on water …

A multi-chain regime-switching spillover GARCH (MCRSSG) model is proposed for optimal
portfolio diversification. MCRSSG specifies the within-regime time-varying correlation via a …

In the wake of financial globalization, the volatility spillovers between financial markets have
become increasingly prominent. Thus, this study focuses on three typical multi-country …

Purpose As cryptocurrencies continue to gain viability as an asset class, institutional
investors and publicly traded firms have started taking investment positions in digital …

Using the novel TVP-VAR connectedness approach, we investigate the spillovers of return
and volatility as well as the portfolio diversifications between green cryptocurrencies and …

In our study, we delve deep into the dynamics of blockchain markets and their ecological
ramifications while also shedding light on the invaluable insights gleaned from a risk …

This paper examines the spillover effect between Bitcoin and Meme stocks, the two types of
assets heavily traded by retail investors. A unidirectional wealth transfer phenomenon from …

We model the evolutionary patterns of financial stress (FS) for the USA, other advanced
economies (OAE), and emerging market (EM) regions during the COVID-19 pandemic. We …

Purpose This paper aims to investigate the role of price-based information from major
cryptocurrencies, foreign exchange, equity markets and key commodities in predicting the …