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Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach. (2022). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi.
In: Finance Research Letters.
RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026.

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    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581.

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  20. Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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  21. Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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  22. Intricacy of cryptocurrency returns. (2024). Nagl, Maximilian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002295.

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  23. Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

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  24. Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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  25. 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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  26. How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Hajek, Petr ; Hikkerova, Lubica ; Sahut, Jean-Michel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227.

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  27. Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. (2023). Yousaf, Imran ; Pham, Linh ; Goodell, John W.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:86:y:2023:i:c:p:271-283.

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  28. Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Dammak, Wael ; ben Hamad, Salah ; Boutouria, Nahla.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

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  29. Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammad.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397.

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  30. Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis. (2023). Ahmed, Shamima ; Assaf, Rima ; Rahman, Molla Ramizur ; Tabassum, Fariha.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300018x.

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  31. Tail risk transmission in technology-driven markets. (2023). Karim, Sitara ; Assaf, Rima ; Naeem, Muhammad Abubakr ; Shahzad, Mohammad Rahim.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:57:y:2023:i:c:s1044028323000509.

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  32. Co-jump dynamicity in the cryptocurrency market: A network modelling perspective. (2023). Chen, Yan ; Zhang, Lei ; Bouri, Elie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007444.

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  33. Return connectedness and volatility dynamics of the cryptocurrency network. (2023). Misra, Arun Kumar ; Mishra, Ajay Kumar ; Poddar, Abhishek.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007067.

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  34. Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?. (2023). S Kumar, Anoop ; Padakandla, Steven Raj.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005032.

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  35. FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Bouri, Elie ; Kamal, Elham.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713.

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  36. Did the collapse of Silicon Valley Bank catalyze financial contagion?. (2023). Boubaker, Sabri ; Akhtaruzzaman, Md ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004543.

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  37. Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Guangxi, Cao ; Egan, Paul ; Fang, Sheng ; Cao, Guangxi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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  38. Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

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  39. Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158.

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  40. Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. (2023). Arfaoui, Nadia ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005807.

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  41. A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo ; Santos, Samuel Solgon ; Muller, Fernanda Maria.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

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  42. 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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  43. Past, present, and future of the application of machine learning in cryptocurrency research. (2022). Baltas, Konstantinos ; Ren, Yi-Shuai ; Kong, Xiao-Lin ; Zureigat, Qasim ; Ma, Chao-Qun.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001854.

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  44. An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets. (2022). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad ; Alahmad, Mohammad ; Ali, Fahad ; Bouri, Elie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001544.

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  45. Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning. (2022). Sensoy, Ahmet ; Wang, Yaqi ; Yao, Shouyu ; Cheng, Feiyang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200071x.

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  46. On the stylized facts of precious metals’ volatility: A comparative analysis of pre- and during COVID-19 crisis. (2022). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003727.

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  47. Demystifying the US Treasury floating rate note puzzle: A swap market perspective. (2022). Ahn, Yongkil.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005396.

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  48. Are non-fungible tokens (NFTs) different asset classes? Evidence from quantile connectedness approach. (2022). Xia, Yufei ; Fu, Yating ; Li, Jinglong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003786.

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  49. Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach. (2022). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026.

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  50. Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Akhtaruzzaman, Md ; Ghardallou, Wafa ; Banerjee, Ameet Kumar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681.

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