[HTML][HTML] Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 …

S Kumar, R Jain, F Balli, M Billah - International Review of Economics & …, 2023 - Elsevier
Economic and political disorders have multidimensional impacts on all economies around
the world. The global world has faced out COVID-19 pandemic in 2020, and now the …

[HTML][HTML] The impact of climate policy on US environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness

L Pham, W Hao, H Truong, HH Trinh - Energy Economics, 2023 - Elsevier
This paper investigates the green stock market reaction to climate policy events associated
with the Paris Agreement and the US presidential elections. We document abnormal returns …

Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities

F Jareño, I Yousaf - International Review of Financial Analysis, 2023 - Elsevier
The main focus of this research is to investigate the potential spillover effects between AI-
based stocks and tokens by using the quantile connectedness approach developed by Ando …

[HTML][HTML] Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis

A Bejaoui, W Frikha, A Jeribi, AF Bariviera - Physica A: Statistical …, 2023 - Elsevier
This paper examines the dynamic connectedness between Gulf countries and BRICS stocks
markets with a sample of cryptocurrencies, as well as two newly developed digital assets …

Dynamic linkage between Bitcoin and traditional financial assets: A comparative analysis of different time frequencies

P Wang, X Liu, S Wu - Entropy, 2022 - mdpi.com
This study employs the ADCC-GARCH approach to investigate the dynamic correlation
between bitcoin and 14 major financial assets in different time-frequency dimensions over …

Cryptocurrencies are becoming part of the world global financial market

M Wątorek, J Kwapień, S Drożdż - Entropy, 2023 - mdpi.com
In this study the cross-correlations between the cryptocurrency market represented by the
two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one …

The cryptocurrency market in transition before and after COVID-19: An opportunity for investors?

APN Nguyen, TT Mai, M Bezbradica, M Crane - Entropy, 2022 - mdpi.com
We analyze the correlation between different assets in the cryptocurrency market throughout
different phases, specifically bearish and bullish periods. Taking advantage of a fine-grained …

House price connectedness and consumer sentiment in an era of destabilizing macroeconomic conditions: Empirical evidence from Türkiye

M Balcılar, O Usman, M Yülek, B Ağan, B Erdal - Borsa Istanbul Review, 2024 - Elsevier
This study analyzes changes in the connectedness of 26 regional house prices in Türkiye
and determines how consumer sentiments affect connectedness in the era of destabilizing …

[HTML][HTML] Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods

APN Nguyen, TT Mai, M Bezbradica… - Physica A: Statistical …, 2023 - Elsevier
We employ graph-based methods to examine the connectedness between cryptocurrencies
of different market caps over time. By applying denoising and detrending techniques …

The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic—evidence from China

P Zhang, K Xu, J Qi - Economic Analysis and Policy, 2023 - Elsevier
This paper aims to examine the impact of regulatory policies on cryptocurrency market
volatility in the context of the COVID-19 pandemic. We find that price volatility, liquidity …