A survey on empirical findings about spillovers in cryptocurrency markets

NA Kyriazis - Journal of Risk and Financial Management, 2019 - mdpi.com
This paper provides a systematic survey on return and volatility spillovers of
cryptocurrencies based on the empirical results of relevant academic literature. Evidence …

Is Bitcoin similar to gold? An integrated overview of empirical findings

NA Kyriazis - Journal of Risk and Financial Management, 2020 - mdpi.com
This paper sets out to explore whether Bitcoin can be considered as a globally accepted
asset that has a resemblance to gold, which is widely considered to be the safest choice. An …

Quantile spillovers and dependence between Bitcoin, equities and strategic commodities

C Urom, I Abid, K Guesmi, J Chevallier - Economic Modelling, 2020 - Elsevier
This paper has two aims. We first examine the dynamic spillovers between Bitcoin and 12
developed equities, gold, and crude oil for different market conditions using a Bayesian …

Does the design of stablecoins impact their volatility?

K Jarno, H Kołodziejczyk - Journal of Risk and Financial Management, 2021 - mdpi.com
In this paper, we shall compare the average volatility that characterises the main stablecoin
design types with a view to answering the question of whether all stablecoin designs …

The crowding-out effect of central bank digital currencies: A simple and generalizable payment portfolio model

W Bian, Y Ji, P Wang - Finance Research Letters, 2021 - Elsevier
We construct a simple and generalizable payment portfolio model to examine the potential
crowding-out effect of Central Bank Digital Currencies (CBDC) on bank deposits …

The impact of bitcoin on gold, the volatility index (VIX), and dollar index (USDX): analysis based on VAR, SVAR, and wavelet coherence

F Aliu, A Asllani, S Hašková - Studies in Economics and Finance, 2024 - emerald.com
Purpose Since 2008, bitcoin has continued to attract investors due to its growing
capitalization and opportunity for speculation. The purpose of this paper is to analyze the …

Blockchain and cryptocurrencies

S Chan, J Chu, Y Zhang, S Nadarajah - Journal of Risk and Financial …, 2020 - mdpi.com
Cryptocurrencies are essentially digital currencies that use blockchain technology and
cryptography to facilitate secure and anonymous transactions. Many institutions and …

Herding behavior and liquidity in the cryptocurrency market

S Arsi, K Guesmi, E Bouri - Asia-Pacific Journal of Operational …, 2022 - World Scientific
In view of explosive trends and excessive trades in the cryptocurrency markets, this paper
contributes to the existing literature by bringing in the limelight the effect of liquidity on the …

Impact of Liquidity and Investors Sentiment on Herd Behavior in Cryptocurrency Market

S Bogdan, N Brmalj, E Mujačević - International journal of financial …, 2023 - mdpi.com
This research addresses the impact of individual investors on the cryptocurrency market,
focusing specifically on the development of herd behavior. Although the phenomenon of …

Cryptocurrencies and blockchain. Overview and future perspectives

HMCV Sebastião, PJORD Cunha… - … of Economics and …, 2021 - inderscienceonline.com
This paper presents an overview of the main developments of cryptocurrencies and
discusses their future perspectives. First, it briefly reviews the history of cryptocurrencies …