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1. Analysis of the impact of macroeconomic factors on cryptocurrency returns - Based on quantile regression study. (2025). Liu, YE ; Lin, Minghui ; Ng, Vincent.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007494.

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2. The isotropy of cryptocurrency volatility. (2024). Mohamad, Azhar ; Hairudin, Aiman.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3779-3810.

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3. Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; de Dios, Jos Javier.
   In: Computational Economics.
   RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10510-3.

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4. Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Bassil, Charbel ; Kassamany, Talie ; Baz, Roland ; Harb, Etienne.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7.

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5. Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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6. 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.

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7. Technological progress and economic dynamics: Unveiling the long memory of total factor productivity. (2024). Skare, Marinko ; Qin, Yong ; Wu, Tong ; Xu, Zeshui ; Xiao, Anran.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:84:y:2024:i:c:p:326-343.

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8. Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2024-03-16.

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9. A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio.
   In: Papers.
   RePEc:arx:papers:2404.04962.

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10. Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Wang, Jiqian ; Ma, Feng ; Bouri, Elie.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

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11. Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach. (2023). Moussa, Wajdi ; Mgadmi, Nidhal ; Bejaoui, Azza.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09384-6.

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12. Cryptocurrency puzzles: a comprehensive review and re-introduction. (2023). Xue, Rui ; Cai, Cynthia Weiyi ; Zhou, BI.
    In: Journal of Accounting Literature.
    RePEc:eme:jalpps:jal-02-2023-0023.

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13. Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Yousaf, Imran ; Mokni, Khaled ; Bhandari, Avishek ; Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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14. Bitcoin trading, economic growth, energy use, and CO2 emissions: An advanced panel study of emerging market economies. (2023). Hong, Hui ; Zhang, Cheng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:87:y:2023:i:c:p:519-531.

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15. Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13.

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16. Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Butt, Hassan Anjum ; Aharon, David Y ; Nichols, Brian ; Jaffri, Ali.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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17. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Aikins, Emmanuel Joel ; Lee, Chichuan.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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18. Are GARCH and DCC Values of 10 Cryptocurrencies Affected by COVID-19?. (2022). Gupta, Rakesh ; Yan, Kejia.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:113-:d:762024.

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19. An Empirical Study of Volatility in Cryptocurrency Market. (2022). Chaudhary, Rashmi ; Gupta, Hemendra.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:513-:d:963868.

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20. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. (2022). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Arthur, Emmanuel Kwesi ; Aikins, Emmanuel Joel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:141-152.

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21. 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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22. Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility. (2022). Kristjanpoller, Werner ; Tapia, Sebastian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008724.

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23. More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies. (2022). Pereira, Javier ; Fung, Kennard ; Jeong, Jiin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005079.

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24. Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; de Dios, Jose Javier.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9950.

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25. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Abakah, Emmanuel ; Le, Tn-Lan ; Aikins, Emmanuel Joel.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312087.

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26. Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635.

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27. Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Aikins, Emmanuel Joel ; Addo, Emmanuel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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