Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering
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DOI: 10.1016/j.chaos.2019.07.012
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Citations
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Cited by:
- Júlio Lobão, 2022. "Herding Behavior in the Market for Green Cryptocurrencies: Evidence from CSSD and CSAD Approaches," Sustainability, MDPI, vol. 14(19), pages 1-17, October.
- Wang, Jian & Kim, Junseok & Shao, Wei & Nam, SeungHyon & Hong, Soon-Cheol, 2021. "Effect of oxytocin injection on fetal heart rate based on multifractal analysis," Chaos, Solitons & Fractals, Elsevier, vol. 148(C).
- Shao, Wei & Wang, Jian, 2020. "Does the “ice-breaking” of South and North Korea affect the South Korean financial market?," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
- Lahmiri, Salim & Bekiros, Stelios, 2021. "The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
- Wei Sun & Alisher Tohirovich Dedahanov & Ho Young Shin & Ki Su Kim, 2020. "Switching intention to crypto-currency market: Factors predisposing some individuals to risky investment," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-16, June.
- Sun, Wei & Dedahanov, Alisher Tohirovich & Shin, Ho Young & Li, Wei Ping, 2021. "Factors affecting institutional investors to add crypto-currency to asset portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Yousaf, Imran & Yarovaya, Larisa, 2022. "Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
- Ali, Fahad & Bouri, Elie & Naifar, Nader & Shahzad, Syed Jawad Hussain & AlAhmad, Mohammad, 2022. "An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets," Research in International Business and Finance, Elsevier, vol. 63(C).
- Alves, P.R.L., 2020. "Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme," Chaos, Solitons & Fractals, Elsevier, vol. 134(C).
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Keywords
Islamic cryptocurrencies; Green cryptocurrencies; Long-memory; Chaos; Nonlinear filtering;All these keywords.
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