Ahn, Yongkil, and Dongyeon Kim. 2021. Emotional trading in the cryptocurrency market. Finance Research Letters 42: 101912. https://doi.org/10.1016/j.frl.2020.101912.
Akhtaruzzaman, Md, Sabri Boubaker, and John W. Goodell. 2023. Did the collapse of silicon valley bank catalyze financial contagion? Finance Research Letters 56: 104082.
Böhme, Rainer, Nicolas Christin, Benjamin Edelman, and Tyler Moore. 2015. Bitcoin: Economics, technology, and governance. Journal of Economic Perspectives 29: 213â38. https://doi.org/10.1257/jep.29.2.213.
Bollerslev, Tim. 1986. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31: 307â27.
Bouri, Elie, Peter Molnár, Georges Azzi, David Roubaud, and Lars Ivar Hagfors. 2017. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? Finance Research Letters 20: 192â98.
- Bouri, Elie, Syed Jawad Hussain Shahzad, David Roubaud, Ladislav Kristoufek, and Brian Lucey. 2020. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. The Quarterly Review of Economics and Finance 77: 156â64. https://doi.org/10.1016/j.qref.2020.03.004.
Paper not yet in RePEc: Add citation now
- Butterfill, James. 2022. Digital Asset Fund Flows Weekly Report. Available online: https://blog.coinshares.com/volume-72-digitalasset -fund-flows-weekly-report-a4ac4ebf0fff (accessed on 13 March 2024 ).
Paper not yet in RePEc: Add citation now
Cheah, Eng-Tuck, and John Fry. 2015. Speculative bubbles in bitcoin markets? an empirical investigation into the fundamental value of bitcoin. Economics Letters 130: 32â36. https://doi.org/10.1016/j.econlet.2015.02.029.
Ciaian, Pavel, Miroslava Rajcaniova, and dâArtis Kancs. 2016. The economics of Bitcoin price formation. Applied Economics 48: 1799â815.
- com/news/bitcoin-premium-hits-60-in-nigeria-as-it-limits-atm-cash-withdrawals (accessed on 13 March 2023).
Paper not yet in RePEc: Add citation now
- com/originals/2022/02/lebanese-turn-cryptocurrency-economy-tanks (accessed on 13 March 2023).
Paper not yet in RePEc: Add citation now
Conlon, Thomas, and Richard McGee. 2020. Safe haven or risky hazard? bitcoin during the covid-19 bear market. Finance Research Letters 35: 101607. https://doi.org/10.1016/j.frl.2020.101607.
Corbet, Shaen, Andrew Meegan, Charles Larkin, Brian Lucey, and Larisa Yarovaya. 2018. Exploring the dynamic relationships between cryptocurrencies and other financial assets. Economics Letters 165: 28â34. https://doi.org/10.1016/j.econlet.2018.01.004.
Corbet, Shaen, Brian Lucey, Andrew Urquhart, and Larisa Yarovaya. 2019. Cryptocurrencies as a financial asset: A systematic analysis.
Corbet, Shaen, Charles Larkin, and Brian Lucey. 2020. The contagion effects of the covid-19 pandemic: Evidence from gold and cryptocurrencies. Finance Research Letters 35: 101554. https://doi.org/10.1016/j.frl.2020.101554.
Dyhrberg, Anne Haubo. 2016a. Bitcoin, gold and the dollarâA GARCH volatility analysis. Finance Research Letters 16: 85â92.
Dyhrberg, Anne Haubo. 2016b. Hedging capabilities of bitcoin. Is it the virtual gold? Finance Research Letters 16: 139â44. https://doi.org/10.1016/j.frl.2015.10.025.
Frino, Alex, Steven Lecce, and Reuben Segara. 2011. The impact of trading halts on liquidity and price volatility: Evidence from the australian stock exchange. Pacific-Basin Finance Journal 19: 298â307. https://doi.org/10.1016/j.pacfin.2010.12.003.
- Galati, Luca, and Francesco Capalbo. 2023. Silicon valley bank bankruptcy and stablecoins stability. International Review of Financial Analysis 91: 103001.
Paper not yet in RePEc: Add citation now
- Ghalanos, Alexios. 2022. rugarch: Univariate GARCH Models. R Package Version 1.4-9. Available online: https://cran.r-project.org/ web/packages/rugarch/index.html (accessed on 13 March 2024 ).
Paper not yet in RePEc: Add citation now
- Global Transitions Proceedings 2: 530â34. https://doi.org/10.1016/j.gltp.2021.08.064.
Paper not yet in RePEc: Add citation now
- Gowda, Nandan, and Chandrani Chakravorty. 2021. Comparative study on cryptocurrency transaction and banking transaction.
Paper not yet in RePEc: Add citation now
- Hamilton, James D. 2020. Time Series Analysis. Princeton: Princeton University Press.
Paper not yet in RePEc: Add citation now
Hatemi-J, Abdulnasser, Mohamed A. Hajji, Elie Bouri, and Rangan Gupta. 2022. The benefits of diversification between bitcoin, bonds, equities and the us dollar: A matter of portfolio construction. Asia-Pacific Journal of Operational Research 39: 2040024.
- J. Risk Financial Manag. 2024, 17, 134 15 of 16 Bhowmik, Roni, and Shouyang Wang. 2020. Stock market volatility and return analysis: A systematic literature review. Entropy 22: 522.
Paper not yet in RePEc: Add citation now
- J. Risk Financial Manag. 2024, 17, 134 16 of 16 Neureuter, Jack, and Chris Kuiper. 2023. Bitcoin First Revisited. Available online: https://www.fidelitydigitalassets.com/researchand -insights/bitcoin-first-revisited (accessed on 13 March 2024).
Paper not yet in RePEc: Add citation now
Jareño, Francisco, MarÃa de la O González, Marta Tolentino, and Karen Sierra. 2020. Bitcoin and gold price returns: A quantile regression and nardl analysis. Resources Policy 67: 101666. https://doi.org/10.1016/j.resourpol.2020.101666.
Klein, Tony, Hien Pham Thu, and Thomas Walther. 2018. Bitcoin is not the new gold â a comparison of volatility, correlation, and portfolio performance. International Review of Financial Analysis 59: 105â16. https://doi.org/10.1016/j.irfa.2018.07.010.
Luther, William J., and Alexander W. Salter. 2017. Bitcoin and the bailout. The Quarterly Review of Economics and Finance 66: 50â56. https://doi.org/10.1016/j.qref.2017.01.009.
- Lynch, David J. 2023. Silicon Valley Bank Failure Raises Fear of Broader Financial Contagion. The Washington Post. https://www.
Paper not yet in RePEc: Add citation now
- Morrow, Allison, and Matt Egan. 2023. Silicon Valley Bank Collapses after Failing to Raise Capital. Available online: https: //edition.cnn.com/2023/03/10/investing/svb-bank/index.html (accessed on 13 March 2024 ).
Paper not yet in RePEc: Add citation now
- Murty, Sarika, Vijay Victor, and Maria Fekete-Farkas. 2022. Is bitcoin a safe haven for indian investors? A garch volatility analysis. Journal of Risk and Financial Management 15: 317. https://doi.org/10.3390/jrfm15070317.
Paper not yet in RePEc: Add citation now
- Nakamoto, Satoshi. 2009. Bitcoin: A Peer-to-Peer Electronic Cash System. Available online: https://bitcoin.org/bitcoin.pdf (accessed on 13 March 2024).
Paper not yet in RePEc: Add citation now
- Nathan, Allison, Gabriel Lipton Galbraith, and Jenny Grimberg. 2021. Crypto: A new asset class? In Global Macro Research. New York City: The Goldman Sachs Group Inc.
Paper not yet in RePEc: Add citation now
- Ndinga, Eliézer 2023. State of Crypto. 21Share. Available online: https://connect.21shares.com/web3-magazine (accessed on 13 March 2024).
Paper not yet in RePEc: Add citation now
Nguyen, Khanh Quoc. 2022. The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods. Finance Research Letters 46: 102284.
Pandey, Dharen Kumar, M. Kabir Hassan, Vineeta Kumari, and Rashedul Hasan. 2023. Repercussions of the silicon valley bank collapse on global stock markets. Finance Research Letters 55: 104013. https://doi.org/10.1016/j.frl.2023.104013.
- Phillips, Gavin. 2022. What Will Happen after All 21 Million Bitcoins Are Mined? December. Available online: https://www.
Paper not yet in RePEc: Add citation now
- Pichl, Lukáš, and Taisei Kaizoji. 2017. Volatility analysis of bitcoin price time series. December. Quantitative Finance and Economics 1: 474â85. https://doi.org/10.3934/QFE.2017.4.474.
Paper not yet in RePEc: Add citation now
- Raydan, Rodayna. 2022. Lebanese Turn to Cryptocurrency as Economy Tanks. March. Available online: https://www.al-monitor.
Paper not yet in RePEc: Add citation now
- Rudolf, Karl Oton, Samer Ajour El Zein, and Nicola Jackman Lansdowne. 2021. Bitcoin as an investment and hedge alternative. a dcc mgarch model analysis. Risks 9: 154. https://doi.org/10.3390/risks9090154.
Paper not yet in RePEc: Add citation now
- Sapuric, Svetlana, Angelika Kokkinaki, and Ifigenia Georgiou. 2022. The relationship between Bitcoin returns, volatility and volume: asymmetric GARCH modeling. Journal of Enterprise Information Management 35: 1506â521.
Paper not yet in RePEc: Add citation now
- Scott, Brett, John Loonam, and Vikas Kumar. 2017. Exploring the rise of blockchain technology: Towards distributed collaborative organizations. Strategic Change 26: 423â28. https://doi.org/10.1002/jsc.2142.
Paper not yet in RePEc: Add citation now
- Suberg, William. 2023. BTC Price Hits 2-Week Highs after Grayscale and SEC Bitcoin ETF Win. August. Available online: https: //cointelegraph.com/news/btc-price-2-week-highs-grayscale-sec-{B}itcoin-etf-win (accessed on 13 March 2023).
Paper not yet in RePEc: Add citation now
- Taylor, Stephen J. 2008. Modelling Financial Time Series. Singapore: World Scientific.
Paper not yet in RePEc: Add citation now
- Tsay, Ruey S. 2005. Analysis of Financial Time Series. New York: John Wiley & Sons.
Paper not yet in RePEc: Add citation now
Vo, Lai Van, and Huong T. T. Le. 2023. From hero to zeroâThe case of silicon valley bank. Journal of Economics and Business 127: 106138.
- Wang, Gangjin, Yanping Tang, Chi Xie, and Shou Chen. 2019. Is bitcoin a safe haven or a hedging asset? evidence from china. Journal of Management Science and Engineering 4: 173â88. https://doi.org/10.1016/j.jmse.2019.09.001.
Paper not yet in RePEc: Add citation now
- washingtonpost.com/us-policy/2023/03/10/silicon-valley-bank-failure-financial-industry/ (accessed on 13 March 2024 ) Mokni, Khaled, Elie Bouri, Ahdi Noomen Ajmi, and Xuan Vinh Vo. 2021. Does bitcoin hedge categorical economic uncertainty? A quantile analysis. SAGE Open 11: 21582440211016377. https://doi.org/10.1177/21582440211016377.
Paper not yet in RePEc: Add citation now
- WGC. 2019. Annual Review. Available online: https://www.gold.org/goldhub/research/2019-annual-review (accessed on 13 March 2023).
Paper not yet in RePEc: Add citation now
- World Bank. 2022. COVID-19 Boosted the Adoption of Digital Financial Services. Washington: World Bank.
Paper not yet in RePEc: Add citation now
- Yermack, David. 2015. Chapter 2âIs bitcoin a real currency? An economic appraisal. In Handbook of Digital Currency. Edited by David Lee Kuo Chuen. San Diego: Academic Press, pp. 31â43. https://doi.org/10.1016/B978-0-12-802117-0.00002-3.
Paper not yet in RePEc: Add citation now
- Young, Martin. 2023. Bitcoin in Nigeria is 60 Percent More Expensive, but Thereâs a Catch. Available online: https://cointelegraph.
Paper not yet in RePEc: Add citation now
Yousaf, Imran, and John W. Goodell. 2023. Responses of us equity market sectors to the silicon valley bank implosion. Finance Research Letters 55: 103934. https://doi.org/10.1016/j.frl.2023.103934. Disclaimer/Publisherâs Note: The statements, opinions and data contained in all publications are solely those of the individual author(s) and contributor(s) and not of MDPI and/or the editor(s). MDPI and/or the editor(s) disclaim responsibility for any injury to people or property resulting from any ideas, methods, instructions or products referred to in the content.