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Yhlas Sovbetov

Personal Details

First Name:Yhlas
Middle Name:
Last Name:Sovbetov
Suffix:
RePEc Short-ID:pso553
[This author has chosen not to make the email address public]
http://ihlas.sovbetov.com

Affiliation

London School of Commerce

London, United Kingdom
http://www.lsclondon.co.uk/
RePEc:edi:lsclouk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sovbetov, Yhlas, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," MPRA Paper 85036, University Library of Munich, Germany.

Articles

  1. Yhlas SOVBETOV, 2019. "Phillips Curve Estimation During Tranquil and Recessionary Periods: Evidence From Panel Analysis," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 69(1), pages 23-41, June.
  2. Yhlas SOVBETOV & Muhittin KAPLAN, 2019. "Empirical examination of the stability of expectations – Augmented Phillips Curve for developing and developed countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(619), S), pages 63-78, Summer.
  3. Yhlas Sovbetov & Mohamed Moussa, 2019. "Interaction of Economic Freedom and Foreign Direct Investment Globally: Special Cases from Neglected Regions," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(2), pages 113-134.
  4. Yhlas Sovbetov, 2018. "Impact of Digital Economy on Female Employment: Evidence from Turkey," International Economic Journal, Taylor & Francis Journals, vol. 32(2), pages 256-270, April.
  5. Yhlas Sovbetov & Hami Saka, 2018. "Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 129-149.
  6. Yhlas Sovbetov, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 1-27.
  7. Yhlas SOVBETOV, 2016. "Impact of Brand Dynamics on Insurance Premiums in Turkey," Turkish Economic Review, KSP Journals, vol. 3(3), pages 453-465, September.
    RePEc:ijs:journl:v:69:y:2019:i:1:p:23-41 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sovbetov, Yhlas, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," MPRA Paper 85036, University Library of Munich, Germany.

    Cited by:

    1. Victoria Dobrynskaya & Mikhail Dubrovskiy, 2022. "Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships," HSE Working papers WP BRP 86/FE/2022, National Research University Higher School of Economics.
    2. Zaremba, Adam & Bilgin, Mehmet Huseyin & Long, Huaigang & Mercik, Aleksander & Szczygielski, Jan J., 2021. "Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 78(C).
    3. Tim Schmitz & Ingo Hoffmann, 2020. "Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors," Papers 2006.06237, arXiv.org, revised Aug 2020.
    4. Kraaijeveld, Olivier & De Smedt, Johannes, 2020. "The predictive power of public Twitter sentiment for forecasting cryptocurrency prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    5. Adeyinka Adediran & Bola Babajide & Nataliia Osina, 2023. "Exploring the nexus between price and volume changes in the cryptocurrency market," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 498-512, October.
    6. Natalya Apopo & Andrew Phiri, 2019. "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers 1904, Department of Economics, Nelson Mandela University, revised Jun 2019.
    7. Hoje Jo & Haehean Park & Hersh Shefrin, 2020. "Bitcoin and sentiment," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(12), pages 1861-1879, December.
    8. Frode Kjærland & Aras Khazal & Erlend A. Krogstad & Frans B. G. Nordstrøm & Are Oust, 2018. "An Analysis of Bitcoin’s Price Dynamics," JRFM, MDPI, vol. 11(4), pages 1-18, October.
    9. Andrew Spurr & Marcel Ausloos, 2020. "Challenging Practical Features of Bitcoin by the Main Altcoins," Papers 2101.03891, arXiv.org.
    10. Georg Keilbar & Yanfen Zhang, 2021. "On cointegration and cryptocurrency dynamics," Digital Finance, Springer, vol. 3(1), pages 1-23, March.
    11. amri amamou, souhir, 2021. "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper 110843, University Library of Munich, Germany.
    12. Long, Huaigang & Zaremba, Adam & Demir, Ender & Szczygielski, Jan Jakub & Vasenin, Mikhail, 2020. "Seasonality in the Cross-Section of Cryptocurrency Returns," Finance Research Letters, Elsevier, vol. 35(C).
    13. Tatsuru Kikuchi & Toranosuke Onishi & Kenichi Ueda, 2021. "Price Stability of Cryptocurrencies as a Medium of Exchange," Papers 2111.08390, arXiv.org.
    14. Shubhankar Mohapatra & Nauman Ahmed & Paulo Alencar, 2020. "KryptoOracle: A Real-Time Cryptocurrency Price Prediction Platform Using Twitter Sentiments," Papers 2003.04967, arXiv.org.
    15. Julián A. Parra & Carlos Arango - Joaquín Bernal & José E. Gómez - Javier Gómez & Carlos León - Clara Machado & Daniel Osorio - Daniel Rojas & Nicolás Suárez - Eduardo Yanquen, 2019. "Criptoactivos: análisis y revisión de literatura," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 92, pages 1-37, November.
    16. Vahidin Jeleskovic, 2024. "An Empirical Analysis of Scam Tokens on Ethereum Blockchain," Papers 2402.19399, arXiv.org, revised Mar 2024.
    17. Mehmet Levent ERDAS & Abdullah Emre CAGLAR, 2018. "Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 27-45, December.
    18. Liebi, Luca J., 2022. "Is there a value premium in cryptoasset markets?," Economic Modelling, Elsevier, vol. 109(C).
    19. Sifat, Imtiaz Mohammad & Mohamad, Azhar & Mohamed Shariff, Mohammad Syazwan Bin, 2019. "Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data," Research in International Business and Finance, Elsevier, vol. 50(C), pages 306-321.
    20. Aniruddha Dutta & Saket Kumar & Meheli Basu, 2019. "A Gated Recurrent Unit Approach to Bitcoin Price Prediction," Papers 1912.11166, arXiv.org.
    21. Abdulrezzak Zekiye & Semih Utku & Fadi Amroush & Oznur Ozkasap, 2023. "AI-Assisted Investigation of On-Chain Parameters: Risky Cryptocurrencies and Price Factors," Papers 2308.08554, arXiv.org.
    22. José Campino & Ana Brochado & Álvaro Rosa, 2021. "Initial Coin Offerings (ICOs): the importance of human capital," Journal of Business Economics, Springer, vol. 91(8), pages 1225-1262, October.
    23. Mustafa Tevfik Kartal & Mustafa Kevser & Fatih Ayhan, 2023. "Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches," Economic Change and Restructuring, Springer, vol. 56(3), pages 1515-1535, June.
    24. Luz M. Gómez & Rogério F. Porto & Pedro A. Morettin, 2021. "Nonparametric regression with warped wavelets and strong mixing processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1203-1228, December.
    25. Carbó, José Manuel & Gorjón, Sergio, 2024. "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 123-140.
    26. Panagiotis Anastasiadis & Stephanos Papadamou, 2022. "The dimension of popularity in the cryptocurrency market," SN Business & Economics, Springer, vol. 2(5), pages 1-15, May.
    27. Alla Petukhina & Simon Trimborn & Wolfgang Karl Härdle & Hermann Elendner, 2021. "Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies," Quantitative Finance, Taylor & Francis Journals, vol. 21(11), pages 1825-1853, November.
    28. Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers 2018-06, Centre for Business and Economics Research (CeBER), University of Coimbra.
    29. Aniruddha Dutta & Saket Kumar & Meheli Basu, 2020. "A Gated Recurrent Unit Approach to Bitcoin Price Prediction," JRFM, MDPI, vol. 13(2), pages 1-16, February.
    30. Akcora, Cuneyt Gurcan & Dixon, Matthew F. & Gel, Yulia R. & Kantarcioglu, Murat, 2018. "Bitcoin risk modeling with blockchain graphs," Economics Letters, Elsevier, vol. 173(C), pages 138-142.
    31. Ali Ihsan Ozdemir & Ilker Murat Ar & Ismail Erol, 2020. "Assessment of blockchain applications in travel and tourism industry," Quality & Quantity: International Journal of Methodology, Springer, vol. 54(5), pages 1549-1563, December.
    32. Matthew F. Dixon & Cuneyt Gurcan Akcora & Yulia R. Gel & Murat Kantarcioglu, 2019. "Blockchain analytics for intraday financial risk modeling," Digital Finance, Springer, vol. 1(1), pages 67-89, November.
    33. Ahmet Faruk Aysan & Asad Ul Islam Khan & Humeyra Topuz, 2021. "Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak," Risks, MDPI, vol. 9(4), pages 1-13, April.
    34. Liu, Weiyi & Liang, Xuan & Cui, Guowei, 2020. "Common risk factors in the returns on cryptocurrencies," Economic Modelling, Elsevier, vol. 86(C), pages 299-305.
    35. Mohammad Mushfiqul Haque MUKIT & Assim Ibrahim ABDEL-RAZZAQ & Mohammad Safiqul ISLAM, 2020. "Relationship between Unemployment and Macroeconomics Aggregates: Evidence from Bangladesh," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 4(2), pages 45-61.
    36. Beata Szetela & Grzegorz Mentel & Yuriy Bilan & Urszula Mentel, 2021. "The relationship between trend and volume on the bitcoin market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(1), pages 25-42, March.
    37. Zdravka Aljinović & Branka Marasović & Tea Šestanović, 2021. "Cryptocurrency Portfolio Selection—A Multicriteria Approach," Mathematics, MDPI, vol. 9(14), pages 1-21, July.
    38. Onur Gozbasi & Buket Altinoz & Eyup Ensar Sahin, 2021. "Is Bitcoin a Safe Haven? A Study on the Factors that Affect Bitcoin Prices," International Journal of Economics and Financial Issues, Econjournals, vol. 11(4), pages 35-40.
    39. Laura Alessandretti & Abeer ElBahrawy & Luca Maria Aiello & Andrea Baronchelli, 2018. "Anticipating cryptocurrency prices using machine learning," Papers 1805.08550, arXiv.org, revised Nov 2018.
    40. Min-Bin Lin & Kainat Khowaja & Cathy Yi-Hsuan Chen & Wolfgang Karl Hardle, 2020. "Blockchain mechanism and distributional characteristics of cryptos," Papers 2011.13240, arXiv.org, revised Aug 2021.
    41. Manavi, Seyed Alireza & Jafari, Gholamreza & Rouhani, Shahin & Ausloos, Marcel, 2020. "Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 556(C).
    42. Fabian Maximilian Johannes Teichmann & Marie-Christin Falker, 2020. "Cryptocurrencies and financial crime: solutions from Liechtenstein," Journal of Money Laundering Control, Emerald Group Publishing Limited, vol. 24(4), pages 775-788, June.
    43. Oh, Jeong Hun, 2018. "The Foreign Exchange Market With the Cryptocurrency and "Kimchi Premium"," 22nd ITS Biennial Conference, Seoul 2018. Beyond the boundaries: Challenges for business, policy and society 190386, International Telecommunications Society (ITS).
    44. Cui, Zhiwei & Weidenholzer, Simon, 2018. "Lock-in through passive connections," Economics Discussion Papers 23348, University of Essex, Department of Economics.
    45. Juan Carlos Henao & Liliana López-Jiménez, 2021. "Disrupción tecnológica, transformación digital y sociedad. Tomo IV, Aires de revolución : nuevos desafíos tecnológicos a las instituciones económicas, financieras y organizacionales de nuestros tiempo," Books, Universidad Externado de Colombia, Facultad de Derecho, number 1283, htpr_v3_i.
    46. Kim, S. Thomas, 2022. "Is it worth to hold bitcoin?," Finance Research Letters, Elsevier, vol. 44(C).
    47. Bakhtiar, Tiam & Luo, Xiaojun & Adelopo, Ismail, 2023. "Network effects and store-of-value features in the cryptocurrency market," Technology in Society, Elsevier, vol. 74(C).
    48. Mokni, Khaled, 2021. "When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 65-73.
    49. Laura Alessandretti & Abeer ElBahrawy & Luca Maria Aiello & Andrea Baronchelli, 2018. "Anticipating Cryptocurrency Prices Using Machine Learning," Complexity, Hindawi, vol. 2018, pages 1-16, November.
    50. Toan Luu Duc Huynh, 2019. "Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas," JRFM, MDPI, vol. 12(2), pages 1-19, April.
    51. Élise Alfieri & Yann Ferrat, 2022. "The larger compensation for miners, the higher positive effect on the financial performance of cryptocurrencies [Une meilleure rémunération des mineurs : un effet positif sur la performance financi," Post-Print hal-03670074, HAL.
    52. Dennis B. Desmond & David Lacey & Paul Salmon, 2019. "Evaluating cryptocurrency laundering as a complex socio-technical system," Journal of Money Laundering Control, Emerald Group Publishing Limited, vol. 22(3), pages 480-497, July.
    53. A. V. Biju & Aparna Merin Mathew & P. P. Nithi Krishna & M. P. Akhil, 2022. "Is the future of bitcoin safe? A triangulation approach in the reality of BTC market through a sentiments analysis," Digital Finance, Springer, vol. 4(4), pages 275-290, December.
    54. Colon, Francisco & Kim, Chaehyun & Kim, Hana & Kim, Wonjoon, 2021. "The effect of political and economic uncertainty on the cryptocurrency market," Finance Research Letters, Elsevier, vol. 39(C).
    55. Jingyang Wu & Xinyi Zhang & Fangyixuan Huang & Haochen Zhou & Rohtiash Chandra, 2024. "Review of deep learning models for crypto price prediction: implementation and evaluation," Papers 2405.11431, arXiv.org, revised Jun 2024.
    56. Cuneyt Akcora & Matthew Dixon & Yulia Gel & Murat Kantarcioglu, 2018. "Bitcoin Risk Modeling with Blockchain Graphs," Papers 1805.04698, arXiv.org.
    57. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    58. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020. "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 680-691.
    59. Helder Sebastião & Pedro Godinho, 2021. "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-30, December.
    60. Aiman Hairudin & Imtiaz Mohammad Sifat & Azhar Mohamad & Yusniliyana Yusof, 2022. "Cryptocurrencies: A survey on acceptance, governance and market dynamics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4633-4659, October.
    61. Ahmed M. Khedr & Ifra Arif & Pravija Raj P V & Magdi El‐Bannany & Saadat M. Alhashmi & Meenu Sreedharan, 2021. "Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(1), pages 3-34, January.
    62. Onur Özdemir, 2022. "Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-38, December.
    63. Tshembhani M. HLONGWANE, 2023. "The Spill-Over Effects of Cryptocurrencies on Equity and Bonds Market," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(1), pages 43-59.

Articles

  1. Yhlas SOVBETOV & Muhittin KAPLAN, 2019. "Empirical examination of the stability of expectations – Augmented Phillips Curve for developing and developed countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(619), S), pages 63-78, Summer.

    Cited by:

    1. Yhlas SOVBETOV, 2019. "Phillips Curve Estimation During Tranquil and Recessionary Periods: Evidence From Panel Analysis," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 69(1), pages 23-41, June.

  2. Yhlas Sovbetov & Mohamed Moussa, 2019. "Interaction of Economic Freedom and Foreign Direct Investment Globally: Special Cases from Neglected Regions," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(2), pages 113-134.

    Cited by:

    1. Mohammad Mushfiqul Haque MUKIT & Assim Ibrahim ABDEL-RAZZAQ & Mohammad Safiqul ISLAM, 2020. "Relationship between Unemployment and Macroeconomics Aggregates: Evidence from Bangladesh," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 4(2), pages 45-61.
    2. Brinda Sooreea-Bheemul & Uzma Shataz Rasool & Rajeev Sooreea, 2020. "Does Economic Freedom Matter to Foreign Direct Investment in Sub-Saharan Africa?," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 195-207.

  3. Yhlas Sovbetov, 2018. "Impact of Digital Economy on Female Employment: Evidence from Turkey," International Economic Journal, Taylor & Francis Journals, vol. 32(2), pages 256-270, April.

    Cited by:

    1. Lingzhang Kong & Jinye Li, 2022. "Digital Economy Development and Green Economic Efficiency: Evidence from Province-Level Empirical Data in China," Sustainability, MDPI, vol. 15(1), pages 1-26, December.
    2. Dr. Sumera Batool & Laiba Hussain & Aaima Batool, 2024. "Perspectives of Young Women Entrepreneurs Towards Amazon in Pakistan: An Extension of E-Commerce in a Developing Market," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 13(1), pages 770-776.
    3. Nnanna P. Azu & Philip A. Nwauko, 2021. "Evaluating the Effect of Digital Transformation on Improvement of Service Trade in West Africa," Foreign Trade Review, , vol. 56(4), pages 430-453, November.
    4. Jin, Xing & Lyu, Kangyin, 2024. "The impact of digital economy on emerging employment trends: Insights from the China Family Panel Survey (CFPS)," Finance Research Letters, Elsevier, vol. 64(C).

  4. Yhlas Sovbetov & Hami Saka, 2018. "Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 129-149.

    Cited by:

    1. Sovbetov, Yhlas, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," MPRA Paper 85036, University Library of Munich, Germany.
    2. Nnanna P. Azu & Philip A. Nwauko, 2021. "Evaluating the Effect of Digital Transformation on Improvement of Service Trade in West Africa," Foreign Trade Review, , vol. 56(4), pages 430-453, November.
    3. Nuri Avsarligil & Emre Turgut, 2021. "A Study on the Relationship between CDS Premiums and Stock Market Indices: A Case of the Fragile Five Countries," Istanbul Business Research, Istanbul University Business School, vol. 50(2), pages 275-301, November.
    4. Bakari, Sayef & Tiba, Sofien & Mabrouki, Mohamed, 2020. "An Exploratory Study of the Causality between Internet Use, Innovation, and Economic Growth in Tunisia: An indispensable Case Analysis," MPRA Paper 100610, University Library of Munich, Germany.

  5. Yhlas Sovbetov, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 1-27.
    See citations under working paper version above.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-PAY: Payment Systems and Financial Technology (1) 2018-04-16. Author is listed

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