1. Regional Inflation Spillovers and Monetary Policy Design: Evidence from Perus Successful Inflation-Targeting Framework. (2025). Aguilar, Jos ; Quineche, Ricardo.
   In: MPRA Paper.
   RePEc:pra:mprapa:125442.

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2. Comprehensive analysis of the crypto-assets market through multivariate analysis, clustering, and wavelet decomposition. (2025). Sosa, Andrs ; Moreno, Leonardo ; Brida, Juan Gabriel ; Lvarez, Emiliano.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437124008409.

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3. A two-stage game model of probabilistic price manipulation in decentralized exchanges. (2025). Jang, Huisu ; Lee, Yunyoung ; Son, Bumho.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000501.

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4. Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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5. 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.

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6. An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x.

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7. Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945.

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8. The impact of the Russia–Ukraine war on volatility spillovers. (2024). Lin, Yongjia ; Wang, Yizhi ; Sio-Chong, Tony.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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9. Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Seo, Myung Hwan ; Koo, Bonsoo.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

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10. Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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11. Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Pham, Linh ; Hanif, Waqas ; Kang, Sang Hoon ; Ko, Hee-Un.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

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12. Long memory and structural breaks of cryptocurrencies trading volume. (2023). Bouri, Elie ; Ahmed, Mohamed Shaker.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:13:y:2023:i:3:d:10.1007_s40822-023-00238-8.

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13. Exploring the nexus between price and volume changes in the cryptocurrency market. (2023). Osina, Nataliia ; Babajide, Bola ; Adediran, Adeyinka.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00323-2.

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14. An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:85:y:2023:i:c:p:236-254.

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15. Identification and prioritization of the risks in the mass adoption of artificial intelligence-driven stable coins: The quest for optimal resource utilization. (2023). Pereira, Vijay ; Singh, Simarjeet ; Kaur, Sandeepa ; Sindhwani, Rahul ; Sood, Kirti ; Behl, Abhishek.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200678x.

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16. Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments. (2023). Hanif, Waqas ; Duc, Toan Luu ; Pham, Linh.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000868.

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17. Deciphering the cryptocurrency conundrum: Investigating speculative characteristics and volatility. (2023). Bajra, Ujkan Q ; Aliu, Florin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009613.

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18. Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

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19. Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng ; Jin, Huan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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20. The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Zhang, Pengcheng ; Xu, Kunpeng ; Qi, Jiayin.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246.

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21. A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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22. Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Maghyereh, Aktham ; Cui, Jinxin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w.

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23. Liquidity connectedness in cryptocurrency market. (2022). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Vo, Xuan Vinh.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00308-3.

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24. Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2022). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal.
    In: Working Papers.
    RePEc:sea:wpaper:wp48.

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25. Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks. (2022). Balcilar, Mehmet ; Ağan, Büşra ; Ozdemir, Huseyin ; Agan, Busra.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005696.

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26. Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak. (2022). Krištoufek, Ladislav ; Mitra, Subrata Kumar ; Iqbal, Najaf ; Kristoufek, Ladislav ; Bouri, Elie ; Kumar, Ashish.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000166.

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27. The relationship between trading volume, volatility and returns of Non-Fungible Tokens: evidence from a quantile approach. (2022). Yousaf, Imran ; Yarovaya, Larisa.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003889.

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28. Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?. (2022). Elsayed, Ahmed ; Damianov, Damian ; Shahedur, MD.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004700.

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29. When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. (2022). Mokni, Khaled ; Al-Shboul, Mohammad ; Assaf, Ata.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002630.

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30. Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Muhadinovic, Milica ; Bojaj, Martin M ; Jolicic, Ivan ; Milosevic, Igor ; Mihailovic, Andrej ; Bracanovic, Andrej ; Milacic, Veselin ; Radulovic, Mladen.
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    RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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31. Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
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    RePEc:eee:reveco:v:76:y:2021:i:c:p:96-113.

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32. COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index. (2021). Abbas, Syed Kumail ; Polyzos, Stathis ; Rubbaniy, Ghulame ; Tessema, Abiot.
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23. Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns. (2007). Nielsen, Morten ; Bollerslev, Tim ; Andersen, Torben ; Frederiksen, Per Houmann.
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24. The Neuer Markt is Dead. Long Live the Neuer Markt!. (2006). Sell, John .
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25. NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE. (2006). Lafuente, Juan Angel ; Illueca, Manuel ; Muoz, Manuel Illueca .
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26. What drives volatility persistence in the foreign exchange market?. (2006). Hjalmarsson, Erik ; Berger, David ; Howorka, Edward ; Chaboud, Alain.
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27. Does trading volume really explain stock returns volatility?. (2004). Ureche-Rangau, Loredana ; Ane, Thierry.
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28. Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space. (2004). Tsukuda, Yoshihiko ; Shimada, Junji.
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29. Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility. (2004). Hurn, Stan ; Clements, Adam ; White, Scott I..
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30. Testing weak exogeneity in the exponential family : an application to financial point processes. (2004). Veredas, David ; Dolado, Juan ; Rodriguez-Poo, Juan.
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31. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
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32. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
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33. GMM-based testing procedures of the mixture of distributions model. (2003). Zarraga, Ainhoa.
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34. Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden. (2003). Berg, Lennart.
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35. News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns. (2003). McCurdy, Thomas ; Maheu, John.
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36. An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds. (2003). Yang, Jing ; D'Souza, Chris.
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37. Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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38. Macroeconomic Factors Do Influence Aggregate Stock Returns. (2002). Flannery, Mark ; Protopapadakis, Aris A..
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39. Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model. (2002). Bollerslev, Tim ; Forsberg, Lars.
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40. Trading volume in models of financial derivatives. (2001). Howison, Sam ; lamper, David .
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41. The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko.
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42. The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko.
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43. Stochastic volatility models: conditional normality versus heavy-tailed distributions. (2000). Jung, Robert ; Liesenfeld, Roman.
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44. Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden.. (2000). Berg, Lennart.
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45. Microstructure Effects on Daily Return Volatility in Financial Markets. (2000). Krause, Andreas.
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46. Trading Fast and Slow: Security Market Events in Real Time. (1999). Hasbrouck, Joel.
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47. Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts. (1997). Bollerslev, Tim ; Andersen, Torben.
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48. What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael.
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49. DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies. (1996). Bollerslev, Tim ; Andersen, Torben.
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50. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns. (1996). Bollerslev, Tim ; Andersen, Torben.
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