1. Unveiling time-frequency linkages among diverse cryptocurrency classes and climate change concerns. (2025). Bakry, Walid ; Ul, Inzamam ; Naeem, Muhammad Abubakr ; Huo, Chunhui.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002278.

   Full description at Econpapers || Download paper

2. Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices. (2025). Tabak, Benjamin ; Kristjanpoller, Werner.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125001931.

   Full description at Econpapers || Download paper

3. Causal wavelet analysis of the Bitcoin price dynamics. (2025). Espinosa-Paredes, Gilberto ; Alvarez-Ramirez, Jose ; Vernon-Carter, Jaime E.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008173.

   Full description at Econpapers || Download paper

4. Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?. (2024). Owusu Junior, Peterson ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Woode, John Kingsley.
   In: Economia e Politica Industriale: Journal of Industrial and Business Economics.
   RePEc:spr:epolin:v:51:y:2024:i:4:d:10.1007_s40812-024-00315-2.

   Full description at Econpapers || Download paper

1. Al-Shboul, M. ; Assaf, A. ; Mokni, K. When bitcoin lost its position: cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. 2022 Int. Rev. Financ. Anal.. 83 -

2. Al-Yahyaee, ; Rehman, M. ; Al-Jarrah, I.M.W Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. 2019 North Am. J. Econ. Finance. 49 47-56

3. Ali, S. ; Moussa, F. ; Youssef, M. Connectedness between cryptocurrencies using high-frequency data: a novel insight from the Silicon Valley Banks collapse. 2023 Finance Res. Lett.. 58 -

4. Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. Cryptocurrency market contagion: market uncertainty, market complexity, and dynamic portfolios. 2019 J. Int. Financ. Mark. Inst. Money. 61 37-51

5. Apergis, N. Realized higher-order moments spillovers across cryptocurrencies. 2023 J. Int. Financ. Mark. Inst. Money. 85 -

6. Ardia, D. ; Bluteau, K. ; Rüede, M. Regime changes in Bitcoin GARCH volatility dynamics. 2019 Finance Res. Lett.. 29 266-271

7. Bhanja, N. ; Shah, A.A. ; Dar, A.B. Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency. 2023 Resour. Policy. 80 -

8. Bhattacherjee, P. ; Mishra, S. ; Kang, S.H. Does market sentiment and global uncertainties influence ESG-oil nexus? a time-frequency analysis. 2023 Resour. Policy. 86 104130-

9. Bouri, E. ; Jlakh, N. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. 2023 Int. Rev. Financ. Anal.. -

10. Bouri, E. ; Lau, C.K.M. ; Lucey, B. ; Roubaud, D. Trading volume and the predictability of return and volatility in the cryptocurrency market. 2019 Finance Res. Lett.. 29 340-346

11. Bouri, E. ; Saeed, T. ; Vo, X. ; Roubaud, D. Quantile connectedness in the cryptocurrency market. 2020 J. Int. Financ. Mark. Inst. Money. 71 -
    Paper not yet in RePEc: Add citation now
    

12. Bouri, E. ; Saeed, T. ; Vo, X.V. ; Rouboud, D. Quantile connectedness in the cryptocurrency market. 2021 J. Int. Financ. Mark. Inst. Money. 71 -

13. Bouri, E. ; Shahzad, S.J.H. ; Roubaud, D. Co-explosivity in the cryptocurrency market. 2019 Finance Res. Lett.. 29 178-183

14. Canh, N.P. ; Wongchoti, U. ; Thanh, S.D. ; Thong, N.T. Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model. 2019 Finance Research Letters. 29 90-100

15. Caporale, G.M. ; Gil-Alana, L. ; Plastun, A. Persistence in the cryptocurrency market. 2018 Res. Int. Bus. Finance. 46 141-148

16. Caporale, G.M. ; Kang, W. ; Spagnolo, F. ; Spagnolo, N. Cyber-attacks, spillovers and contagion in the cryptocurrency markets. 2021 J. Int. Financ. Mark. Inst. Money. 74 -

17. Cheng, H. ; Yen, K. The relationship between the economic policy uncertainty and the cryptocurrency market. 2019 Finance Res. Lett.. 35 -
    Paper not yet in RePEc: Add citation now
    

18. Conrad, C. ; Custovic, A. ; Ghysels, E. Long-and short-term cryptocurrency volatility components: a GARCH-MIDAS analysis. 2018 J. Risk Financ. Manage.. 11 23-

19. Corbet, S. ; Lucey, B. ; Yarovaya, L. Datestamping the Bitcoin and Ethereum bubbles. 2018 Finance Res. Lett.. 26 81-88

20. Dickey, D. ; Fuller, W. Distribution of the estimators for autoregressive time series with a unit root. 1979 J. Am. Stat. Assoc.. 74 427-431
    Paper not yet in RePEc: Add citation now
    

21. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66

22. Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econom.. 182 119-134

23. Diebold, F.X. ; Yilmaz, K. Trans-Atlantic equity volatility connectedness U.S. and European financial institutions, 2004–2014. 2016 J. Financ. Econom.. 14 -

24. Engle, R.F. Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation. 1982 Econometrica. 50 987-1007

25. Fernandez-Macho, J. Wavelet multiple correlation and cross-correlation: a multiscale analysis of Eurozone stock markets. 2012 Physica A Stat. Mech. Appl.. 391 1097-1104

26. Fry, J. ; Cheah, E.T. Negative bubbles and shocks in cryptocurrency markets. 2016 Int. Rev. Financ. Anal.. 47 343-352

27. Hughes, S. ; Middlebrook, S.T. Advancing framework for regulating cryptocurrency payments intermediaries. 2015 Yale J. Regul.. 32 495-560
    Paper not yet in RePEc: Add citation now
    
28. Hughes, S.D. Cryptocurrency regulations and enforcement in the U.S. 2017 Western State Law Rev.. 45 1-28
    Paper not yet in RePEc: Add citation now
    
29. Huynh, T.L.D. ; Nguyen, S.P. ; Duong, D. Contagion risk measured by return among cryptocurrencies. 2018 En : International Econometric Conference of Vietnam. Springer: Cham
    Paper not yet in RePEc: Add citation now
    

30. Ji, Q. ; Bouri, E. ; Lau, C.K.M. ; Roubaud, D. Dynamic connectedness and integration in cryptocurrency markets. 2019 Int. Rev. Financ. Anal.. 63 257-272

31. Kao, Y. ; Zhao, K. ; Chuang, H. ; Ku, Y. The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. 2024 Int. Rev. Econ. Finance. 89 524-542

32. Katsiampa, P. Volatility co-movement between Bitcoin and Ether. 2019 Finance Res. Lett.. 30 221-227

33. Katsiampa, P. ; Corbet, S. ; Lucey, B. High frequency volatility co-movements in cryptocurrency markets. 2019 J. Int. Financ. Mark. Inst. Money. 62 35-52

34. Koutmos, D. Return and volatility spillovers among cryptocurrencies. 2018 Econ. Lett.. 173 122-127

35. Kroner, K.F. ; Ng, V.K. Modeling asymmetric comovements of asset returns The. 1998 Rev. Financ. Stud.. 11 817-844

36. Kroner, K.F. ; Sultan, J. Time-varying distributions and dynamic hedging with foreign currency futures. 1993 J. Financ. Quant. Anal.. 28 535-551

37. Ku, Y.-H.H. ; Chen, H.-C. ; Chen, K.-H. On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios. 2007 Appl. Econ. Lett.. 14 503-509

38. Kwiatkowski, D. ; Phillips, P.C.B. ; Schmidt, P. ; Shim, Y. Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series are non-stationary?. 1992 J. Econom.. 54 159-178

39. Makarov, I. ; Schoar, A. Trading and arbitrage in cryptocurrency markets. 2019 J. Financ. Econ.. 62 35-52
    Paper not yet in RePEc: Add citation now
    

40. Mba, J.C. ; Mwambi, S. A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. 2020 Financ. Mark. Portfolio Manage.. 34 199-214

41. Mensi, W. ; Al-Yahyaee, K.H. ; Al-Jarrah, I.M.W. ; Vo, X. ; Kang, S.H. Dynamic volatility transmission and portfolio management across major cryptocurrencies: evidence from hourly data. 2020 North Am. J. Econ. Finance. 54 -

42. Mensi, W. ; Gubareva, M. ; Kang, S.H. Frequency connectedness between DeFi and cryptocurrency markets. 2024 Q. Rev. Econ. Finance.. 93 12-27

43. Mensi, W. ; Gubareva, M. ; Ko, H.-U. ; Vo, X.V. ; Kang, S.H. Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. 2023 Financial Innovation. 9 92-

44. Mensi, W. ; Lee, Y.J. ; Al-Yahyaee, K.H. ; Sensoy, A. ; Yoon, S.M. Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: an asymmetric multifractal detrended fluctuation analysis. 2019 Finance Res. Lett.. 31 19-25

45. Mensi, W. ; Rehman, M.U. ; Al-Yahyaee, K.H. ; Al-Jarrah, I.M.W. ; Kang, S.H. Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: portfolio risk management implications. 2019 North Am. J. Econ. Finance. 48 283-294

46. Mensi, W. ; Rehman, M.U. ; Shafiullah, M. ; Al-Yahyaee, K.H. ; Sensoy, A. High frequency multiscale relationships among major cryptocurrencies: portfolio management implications. 2021 Financ. Innov.. 7 1-21

47. Moratis, G. Quantifying the spillover effect in the cryptocurrency market. 2021 Finance Res. Lett.. 38 -

48. Mukhopadhyay, U. ; Skjellum, A. ; Hambolu, O. ; Oakley, J. ; Yu, L. ; Brooks, R. A brief survey of cryptocurrency systems. 2016 En : 2016 14th Annual Conference on Privacy, Security And Trust (PST). IEEE:
    Paper not yet in RePEc: Add citation now
    
49. Nabilou, H. How to regulate bitcoin? Decentralized regulation for a decentralized cryptocurrency. 2019 Int. J. Law Inf. Technol.. 27 266-291
    Paper not yet in RePEc: Add citation now
    

50. Naeem, M.A. ; Iqbal, N. ; Lucey, B. ; Karim, S. Good versus bad information transmission in the cryptocurrency market: evidence from high-frequency data Author links open overlay panel. 2022 J. Int. Financ. Mark. Inst. Money. 81 -

51. Naeem, M.A. ; Qureshi, S. ; Rehman, M.U. ; Balli, F. COVID-19 and cryptocurrency market: evidence from quantile connectedness. 2021 Appl. Econ.. 54 280-306
    Paper not yet in RePEc: Add citation now
    
52. Philips, P.C.B. ; Perron, P. Testing for unit roots in time series regression. 1988 Biometrika. 75 335-346
    Paper not yet in RePEc: Add citation now
    

53. Phiri, A. Can wavelets produce a clearer picture of weak-form market efficiency in Bitcoin?. 2022 Eurasian Econ. Rev.. 12 373-386

54. Poddar, A. ; Misra, A. ; Mishra, A. Return connectedness and volatility dynamics of the cryptocurrency network. 2023 Finance Res. Lett.. 58 -

55. Qiao, X. ; Zhu, H. ; Tang, Y. ; Peng, C. Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs. 2023 Finance Res. Lett.. 51 -

56. Qioa, X. ; Zhu, H. ; Hau, L. Time-frequency co-movement of cryptocurrency return and volatility: evidence from wavelet coherence analysis. 2020 Int. Rev. Financ. Anal.. 71 -

57. Rehman, M.U. ; Apergis, N. Determining the predictive power between cryptocurrencies and real time commodity futures: evidence from quantile causality tests. 2019 Resour. Policy. 61 603-616

58. Rehman, M.U. ; Vo, X.V. Cryptocurrencies and precious metals: a closer look from diversification perspective. 2020 Resour. Policy. 66 -

59. Shanaev, S. ; Sharma, S. ; Ghimire, B. ; Shuraeva, A. Taming the blockchain beast? Regulatory implications for the cryptocurrency Market. 2020 Res. Int. Bus. Finance. 51 -

60. Shi, Y. ; Tiwari, A.K. ; Gozgor, G. ; Lu, Z. Correlations among cryptocurrencies: evidence from multivariate factor stochastic volatility model. 2020 Res. Int. Bus. Finance. 53 -

61. Tiwari, A.K. ; Adewuyi, A. ; Albulescu, C. ; Wohar, M.E. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. 2019 North Am. J. Econ. Finance. 51 -
    Paper not yet in RePEc: Add citation now
    

62. Tiwari, A.K. ; Dar, A.B. ; Bhanja, N. ; Shah, A. Stock market integration in Asian countries: evidence from wavelet multiple correlations. 2013 J. Econ. Integr.. 28 441-456

63. Tzouvanas, P. ; Kizys, R. ; Tsend-Ayush, B. Momentum trading in cryptocurrencies: short-term returns and diversification benefits. 2019 Econ. Lett.. 191 -
    Paper not yet in RePEc: Add citation now
    

64. Xu, Q. ; Zhangm, Y. ; Zhang, Z. Tail-risk spillovers in cryptocurrency markets. 2021 Finance Res. Lett.. 38 -

65. Yi, S. ; Xu, Z. ; Wang, G.J. Volatility connectedness in the cryptocurrency market: is Bitcoin a dominant cryptocurrency?. 2018 Int. Rev. Financ. Anal.. 60 98-114

66. Youssaf, I. ; Ali, S. The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: evidence from the VAR-DCC-GARCH approach. 2020 Borsa Istanbul Rev.. 20 S1-S10
    Paper not yet in RePEc: Add citation now
    

67. Zhang, P. ; Xu, K. ; Qi, J. The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. 2023 Econ. Anal. Policy. 80 222-246

1. The impact of CEOs characteristics on pricing at initial coin offerings. (2025). Pustynnikova, A ; Nemchenko, E ; Krakovich, V.
   In: Journal of the New Economic Association.
   RePEc:nea:journl:y:2025:i:66:p:132-157.

   Full description at Econpapers || Download paper

2. Relationship of green cryptocurrencies, energy tokens, centralized and decentralized exchange tokens with crypto policy uncertainty. (2025). He, Feng ; Yousaf, Imran ; Nasir, Rana Muhammad.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005361.

   Full description at Econpapers || Download paper

3. Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225.

   Full description at Econpapers || Download paper

4. Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756.

   Full description at Econpapers || Download paper

5. Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties. (2024). Gherghina, Ştefan ; Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01773-8.

   Full description at Econpapers || Download paper

6. Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset. (2024). Lahmiri, Salim.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00628-0.

   Full description at Econpapers || Download paper

7. Volatility spillovers among leading cryptocurrencies and US energy and technology companies. (2024). Alamaren, Amro Saleem ; Gokmenoglu, Korhan K ; Taspinar, Nigar.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00626-2.

   Full description at Econpapers || Download paper

8. Time-varying spillovers in high-order moments among cryptocurrencies. (2024). Azimli, Asil.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00612-8.

   Full description at Econpapers || Download paper

9. Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

   Full description at Econpapers || Download paper

10. Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x.

    Full description at Econpapers || Download paper

11. Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events. (2024). Guo, Xiaochun.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00514-1.

    Full description at Econpapers || Download paper

12. Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. (2024). Dagar, Vishal ; Dagher, Leila ; Shobande, Olatunji ; Rao, Amar.
    In: MPRA Paper.
    RePEc:pra:mprapa:120582.

    Full description at Econpapers || Download paper

13. Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Yousaf, Imran ; Demir, Ender ; Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308.

    Full description at Econpapers || Download paper

14. Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Górka, Joanna ; Będowska-Sójka, Barbara ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

    Full description at Econpapers || Download paper

15. Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

    Full description at Econpapers || Download paper

16. Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

    Full description at Econpapers || Download paper

17. Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

    Full description at Econpapers || Download paper

18. Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

    Full description at Econpapers || Download paper

19. Connectedness and spillover between African equity, commodity, foreign exchange and cryptocurrency markets during the COVID-19 and Russia-Ukraine conflict. (2023). Phiri, Andrew ; Anyikwa, Izunna.
    In: Future Business Journal.
    RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00227-y.

    Full description at Econpapers || Download paper

20. Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

    Full description at Econpapers || Download paper

21. Bitcoin in Conventional Markets: A Study on Blockchain-Induced Reliability, Investment Slopes, Financial and Accounting Aspects. (2023). Aivaz, Kamer-Ainur ; Munteanu, Ionela Florea ; Jakubowicz, Flavius Valentin.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:21:p:4508-:d:1272255.

    Full description at Econpapers || Download paper

22. Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Tiwari, Aviral ; Hassan, M. Kabir ; Devji, Shridev ; Pattnaik, Debidutta ; Dsouza, Arun.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240.

    Full description at Econpapers || Download paper

23. Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100.

    Full description at Econpapers || Download paper

24. Do green financial markets offset the risk of cryptocurrencies and carbon markets?. (2023). Nobanee, Haitham ; Karim, Sitara ; Siddique, Md Abubakar ; Naz, Farah.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:86:y:2023:i:c:p:822-833.

    Full description at Econpapers || Download paper

25. Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). XU, LEI ; Kinkyo, Takuji.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

    Full description at Econpapers || Download paper

26. Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach. (2023). Zhang, Tianding ; Zhao, Junming.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007146.

    Full description at Econpapers || Download paper

27. Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

    Full description at Econpapers || Download paper

28. The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach. (2023). Wang, Ziyao ; Xia, Yufei ; He, Lingyun ; Sang, Chong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005682.

    Full description at Econpapers || Download paper

29. Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Saâdaoui, Foued ; Nasir, Muhammad Ali ; ben Jabeur, Sami ; Goodell, John W ; Saadaoui, Foued.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181.

    Full description at Econpapers || Download paper

30. The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Zhixian ; Zhong, Yufei ; Zhang, Yuchen ; Chen, Xuesheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928.

    Full description at Econpapers || Download paper

31. A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

    Full description at Econpapers || Download paper

32. Predictability of crypto returns: The impact of trading behavior. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

    Full description at Econpapers || Download paper

33. The Effect of Covid Pandemic on Cryptocurrency Markets; A Literature Review. (2022). Zarifhonarvar, Ali.
    In: EconStor Preprints.
    RePEc:zbw:esprep:266369.

    Full description at Econpapers || Download paper

Report date: 2025-09-21 23:08:00 || Missing content? Let us know