Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

Cryptocurrencies are decentralized electronic counterparts of government‐issued money.
The first and best‐known cryptocurrency example is bitcoin. Cryptocurrencies are used to …

This paper investigates the volatility processes of stablecoins and their potential stochastic
interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal …

Predicting price trends of cryptocurrencies is a challenging task due to the highly speculative
cryptocurrency market. Prior studies mainly investigate predictors such as historical trading …

Purpose The purpose of this paper is to identify the applications and contributions of
blockchain technology in finance in general, and to identify areas where the technology can …

This paper analyzes the stability of stablecoins and proposes a framework to test for
absolute and relative stability of stablecoins. Based on high-frequency data, we find strong …

The study quantifies the spillover effects in the cryptocurrency market using a rolling-window
Bayesian Vector Autoregressive Model. The present study offers a better understanding of …

Social systems are characterized by an enormous network of connections and factors that
can influence the structure and dynamics of these systems. Among them the whole …

The growing cryptocurrency market has attracted the attention from many investors
worldwide, mainly due to the ease of entering the market and its extremely volatile character …

This article examines the co-movement relationship among representative cryptocurrencies
from the perspectives of returns and volatility. Wavelet coherence and the correlation …