Persistence is an important characteristic of many complex systems in nature, related to how
long the system remains at a certain state before changing to a different one. The study of …

This survey develops a dual analysis, consisting, first, in a bibliometric examination and,
second, in a close literature review of all the scientific production around cryptocurrencies …

This paper examines the volatility connectedness between crud oil spot prices and
cryptocurrencies. Given that cryptocurrency markets are perceived as commodity markets …

We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin
exchanges and scheduled macroeconomic news announcements affect the volatility of …

We show that the level of market-efficiency in the five largest cryptocurrencies is highly time-
varying. Specifically, before 2017, cryptocurrency-markets are mostly inefficient. This …

This study investigates the dynamic mechanism of financial markets on volatility spillovers
across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether …

The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …

This paper aims to compare Bitcoin with gold in the diversification of Chinese portfolios
using daily data over the 2010–2020 period. We propose a new development of copula …

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 …

This paper investigates the impacts of News-based Implied Volatility (NVIX) on the long-term
volatility of five cryptocurrencies using the GARCH-MIDAS model. We also evaluate the …