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Cryptocurrencies as a financial asset: A systematic analysis

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Cited by:

  1. Kamal, Javed Bin & Hassan, M. Kabir, 2022. "Asymmetric connectedness between cryptocurrency environment attention index and green assets," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
  2. Fei Su & Lili Zhai & Yunyan Zhou & Zixi Zhuang & Feifan Wang, 2024. "Risk contagion in financial markets: A systematic review using bibliometric methods," Australian Economic Papers, Wiley Blackwell, vol. 63(1), pages 163-199, March.
  3. Peng, Sanshao & Shams, Syed & Prentice, Catherine & Sarker, Tapan, 2024. "Consumer confidence and cryptocurrency excess returns: A three-factor model," Global Finance Journal, Elsevier, vol. 62(C).
  4. Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019. "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 29-36.
  5. Elsayed, Ahmed H. & Gozgor, Giray & Lau, Chi Keung Marco, 2022. "Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties," International Review of Financial Analysis, Elsevier, vol. 81(C).
  6. Holovatiuk Olha, 2020. "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, vol. 7(54), pages 33-55, January.
  7. Assaf, Ata & Bhandari, Avishek & Charif, Husni & Demir, Ender, 2022. "Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19," International Review of Financial Analysis, Elsevier, vol. 82(C).
  8. ?ikolaos A. Kyriazis, 2021. "Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 133-146.
  9. Νikolaos A. Kyriazis & Paraskevi Prassa, 2019. "Which Cryptocurrencies Are Mostly Traded in Distressed Times?," JRFM, MDPI, vol. 12(3), pages 1-12, August.
  10. Akyildirim, Erdinç & Corbet, Shaen & Cumming, Douglas & Lucey, Brian & Sensoy, Ahmet, 2020. "Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
  11. Narayan, Shivani & Kumar, Dilip, 2024. "Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes," Global Finance Journal, Elsevier, vol. 62(C).
  12. Yousaf, Imran & Yarovaya, Larisa, 2022. "Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication," Global Finance Journal, Elsevier, vol. 53(C).
  13. Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2020. "High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
  14. Klaus Grobys, 2021. "When the blockchain does not block: on hackings and uncertainty in the cryptocurrency market," Quantitative Finance, Taylor & Francis Journals, vol. 21(8), pages 1267-1279, August.
  15. Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & 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 (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 39(04), pages 1-11, August.
  16. Harris, Richard D.F. & Mazibas, Murat & Rambaccussing, Dooruj, 2024. "Bitcoin replication using machine learning," International Review of Financial Analysis, Elsevier, vol. 93(C).
  17. María de la O González & Francisco Jareño & Frank S. Skinner, 2020. "Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns," Mathematics, MDPI, vol. 8(5), pages 1-22, May.
  18. Kurka, Josef, 2019. "Do cryptocurrencies and traditional asset classes influence each other?," Finance Research Letters, Elsevier, vol. 31(C), pages 38-46.
  19. Stanisław Drożdż & Ludovico Minati & Paweł Oświȩcimka & Marek Stanuszek & Marcin Wa̧torek, 2019. "Signatures of the Crypto-Currency Market Decoupling from the Forex," Future Internet, MDPI, vol. 11(7), pages 1-18, July.
  20. Lai T. Hoang & Dirk G. Baur, 2020. "Forecasting bitcoin volatility: Evidence from the options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(10), pages 1584-1602, October.
  21. Vidal-Tomás, David, 2021. "The entry and exit dynamics of the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 58(C).
  22. Erdinc Akyildirim & Oguzhan Cepni & Shaen Corbet & Gazi Salah Uddin, 2023. "Forecasting mid-price movement of Bitcoin futures using machine learning," Annals of Operations Research, Springer, vol. 330(1), pages 553-584, November.
  23. Bouri, Elie & Vo, Xuan Vinh & Saeed, Tareq, 2021. "Return equicorrelation in the cryptocurrency market: Analysis and determinants," Finance Research Letters, Elsevier, vol. 38(C).
  24. Li, Yi & Lucey, Brian & Urquhart, Andrew, 2023. "Can altcoins act as hedges or safe-havens for Bitcoin?," Finance Research Letters, Elsevier, vol. 52(C).
  25. Hanna Halaburda & Guillaume Haeringer & Joshua Gans & Neil Gandal, 2022. "The Microeconomics of Cryptocurrencies," Journal of Economic Literature, American Economic Association, vol. 60(3), pages 971-1013, September.
  26. Thomas F. P. Wiesen & Lakshya Bharadwaj, 2023. "Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(20), pages 2873-2880, November.
  27. Hu, Yang & Valera, Harold Glenn A. & Oxley, Les, 2019. "Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework," Finance Research Letters, Elsevier, vol. 31(C), pages 138-145.
  28. Corbet, Shaen & Cumming, Douglas J. & Lucey, Brian M. & Peat, Maurice & Vigne, Samuel A., 2020. "The destabilising effects of cryptocurrency cybercriminality," Economics Letters, Elsevier, vol. 191(C).
  29. Duan, Kun & Li, Zeming & Urquhart, Andrew & Ye, Jinqiang, 2021. "Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
  30. Hu, Yang & Hou, Yang (Greg) & Oxley, Les & Corbet, Shaen, 2021. "Does blockchain patent-development influence Bitcoin risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
  31. Kazeem Abimbola Sanusi & Zandri Dickason-Koekemoer, 2022. "Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 52-64, November.
  32. Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
  33. Stefano Martinazzi & Andrea Flori, 2020. "The evolving topology of the Lightning Network: Centralization, efficiency, robustness, synchronization, and anonymity," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-18, January.
  34. Chuffart, Thomas, 2022. "Interest in cryptocurrencies predicts conditional correlation dynamics," Finance Research Letters, Elsevier, vol. 46(PA).
  35. Hokkanen, Topi, 2023. "Externalities and market failures of cryptocurrencies," BoF Economics Review 4/2023, Bank of Finland.
  36. Dehua Shen & Andrew Urquhart & Pengfei Wang, 2020. "Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks," European Financial Management, European Financial Management Association, vol. 26(5), pages 1294-1323, November.
  37. Takuji Kinkyo, 2022. "Hedging capabilities of Bitcoin for Asian currencies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1769-1784, April.
  38. Anastasiou, Dimitrios & Ballis, Antonis & Drakos, Konstantinos, 2021. "Cryptocurrencies’ Price Crash Risk and Crisis Sentiment," Finance Research Letters, Elsevier, vol. 42(C).
  39. Bouteska, Ahmed & Abedin, Mohammad Zoynul & Hajek, Petr & Yuan, Kunpeng, 2024. "Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods," International Review of Financial Analysis, Elsevier, vol. 92(C).
  40. Ren, Yi-Shuai & Ma, Chao-Qun & Kong, Xiao-Lin & Baltas, Konstantinos & Zureigat, Qasim, 2022. "Past, present, and future of the application of machine learning in cryptocurrency research," Research in International Business and Finance, Elsevier, vol. 63(C).
  41. Vahidin Jeleskovic & Mirko Meloni & Zahid Irshad Younas, 2020. "Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations," MAGKS Papers on Economics 202034, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  42. Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2020. "Non-linearities, cyber attacks and cryptocurrencies," Finance Research Letters, Elsevier, vol. 32(C).
  43. Duan, Kun & Zhang, Liya & Urquhart, Andrew & Yao, Kai & Peng, Long, 2024. "Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency," Research in International Business and Finance, Elsevier, vol. 70(PB).
  44. Wu, Wanshan & Tiwari, Aviral Kumar & Gozgor, Giray & Leping, Huang, 2021. "Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures," Research in International Business and Finance, Elsevier, vol. 58(C).
  45. Steffen Günther & Christian Fieberg & Thorsten Poddig, 2020. "The Cross-Section of Cryptocurrency Risk and Return," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 89(4), pages 7-28.
  46. Suhwan Ji & Jongmin Kim & Hyeonseung Im, 2019. "A Comparative Study of Bitcoin Price Prediction Using Deep Learning," Mathematics, MDPI, vol. 7(10), pages 1-20, September.
  47. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber-Attacks, Cryptocurrencies, and Cyber Security," CESifo Working Paper Series 8124, CESifo.
  48. Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian, 2019. "Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis," Finance Research Letters, Elsevier, vol. 29(C), pages 68-74.
  49. Azfer A. Khan, 2024. "Reconceptualizing Policing for Cybercrime: Perspectives from Singapore," Laws, MDPI, vol. 13(4), pages 1-19, July.
  50. Nguyen Hong Yen & Le Thanh Ha, 2023. "Interlinkages of cryptocurrency and stock markets during the COVID-19 pandemic by applying a QVAR model," European Journal of Management and Business Economics, Emerald Group Publishing Limited, vol. 33(1), pages 74-95, March.
  51. Handika, Rangga & Soepriyanto, Gatot & Havidz, Shinta Amalina Hazrati, 2019. "Are cryptocurrencies contagious to Asian financial markets?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 416-429.
  52. Ha, Le Thanh & Nham, Nguyen Thi Hong, 2022. "An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
  53. Zhang, Pengcheng & Xu, Kunpeng & Qi, Jiayin, 2023. "The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 222-246.
  54. Naeem, Muhammad Abubakr & Lucey, Brian M. & Karim, Sitara & Ghafoor, Abdul, 2022. "Do financial volatilities mitigate the risk of cryptocurrency indexes?," Finance Research Letters, Elsevier, vol. 50(C).
  55. Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Pawe{l} O'swik{e}cimka & Tomasz Stanisz & Marcin Wk{a}torek, 2020. "Complexity in economic and social systems: cryptocurrency market at around COVID-19," Papers 2009.10030, arXiv.org.
  56. José Almeida & Tiago Cruz Gonçalves, 2022. "Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review," JRFM, MDPI, vol. 16(1), pages 1-25, December.
  57. Eross, Andrea & McGroarty, Frank & Urquhart, Andrew & Wolfe, Simon, 2019. "The intraday dynamics of bitcoin," Research in International Business and Finance, Elsevier, vol. 49(C), pages 71-81.
  58. Damian Zięba, 2019. "Lévy processes on the cryptocurrency market," Working Papers 2019-15, Faculty of Economic Sciences, University of Warsaw.
  59. Hsing Kenneth Cheng & Daning Hu & Thomas Puschmann & J. Leon Zhao, 2021. "The landscape of Blockchain research: impacts and opportunities," Information Systems and e-Business Management, Springer, vol. 19(3), pages 749-755, September.
  60. Katsiampa, Paraskevi, 2019. "An empirical investigation of volatility dynamics in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 322-335.
  61. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023. "Predictability of crypto returns: The impact of trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
  62. Jian Mou & Wenting Liu & Chong Guan & J. Christopher Westland & Jongki Kim, 2024. "Predicting the cryptocurrency market using social media metrics and search trends during COVID-19," Electronic Commerce Research, Springer, vol. 24(2), pages 1307-1333, June.
  63. Ballis, Antonis & Drakos, Konstantinos, 2020. "Testing for herding in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 33(C).
  64. Arfaoui, Nadia & Naeem, Muhammad Abubakr & Boubaker, Sabri & Mirza, Nawazish & Karim, Sitara, 2023. "Interdependence of clean energy and green markets with cryptocurrencies," Energy Economics, Elsevier, vol. 120(C).
  65. Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2019. "Does twitter predict Bitcoin?," Economics Letters, Elsevier, vol. 174(C), pages 118-122.
  66. Hongjun Zeng & Abdullahi D. Ahmed, 2022. "Market integration and volatility spillover across major East Asian stock and Bitcoin markets: an empirical assessment," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(4), pages 772-802, August.
  67. Zhang, Dongna & Chen, Xihui Haviour & Lau, Chi Keung Marco & Xu, Bing, 2023. "Implications of cryptocurrency energy usage on climate change," Technological Forecasting and Social Change, Elsevier, vol. 187(C).
  68. Rognone, Lavinia & Hyde, Stuart & Zhang, S. Sarah, 2020. "News sentiment in the cryptocurrency market: An empirical comparison with Forex," International Review of Financial Analysis, Elsevier, vol. 69(C).
  69. Bahoo, Salman & Alon, Ilan & Paltrinieri, Andrea, 2020. "Sovereign wealth funds: Past, present and future," International Review of Financial Analysis, Elsevier, vol. 67(C).
  70. Rudkin, Simon & Rudkin, Wanling & Dłotko, Paweł, 2023. "On the topology of cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 89(C).
  71. Matkovskyy, Roman & Jalan, Akanksha, 2019. "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Finance Research Letters, Elsevier, vol. 31(C), pages 93-97.
  72. Aslanidis, Nektarios & Bariviera, Aurelio F. & Perez-Laborda, Alejandro, 2021. "Are cryptocurrencies becoming more interconnected?," Economics Letters, Elsevier, vol. 199(C).
  73. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Dionisio, Andreia & Almeida, Dora & Sensoy, Ahmet, 2022. "Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
  74. Mensi, Walid & El Khoury, Rim & Ali, Syed Riaz Mahmood & Vo, Xuan Vinh & Kang, Sang Hoon, 2023. "Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis," Research in International Business and Finance, Elsevier, vol. 65(C).
  75. Zhengyang Bao & Andreas Leibbrandt & ple391, 2019. "Thar she resurges: The case of assets that lack positive fundamental value," Monash Economics Working Papers 12-19, Monash University, Department of Economics.
  76. Bikramaditya Ghosh & Spyros Papathanasiou & Georgios Pergeris, 2022. "Did cryptocurrencies exhibit log‐periodic power law signature during the second wave of COVID‐19?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(3), November.
  77. Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
  78. Le Thanh Ha, 2022. "Interlinkages of cryptocurrency and stock markets during COVID-19 pandemic by applying a TVP-VAR extended joint connected approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(3), pages 407-428, March.
  79. Smales, L.A., 2022. "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 79(C).
  80. Chen, Ka-Hin & Lai, Tze Leung & Liu, Qingfu & Wang, Chuanjie, 2022. "Beyond the blockchain announcement: Signaling credibility and market reaction," International Review of Financial Analysis, Elsevier, vol. 82(C).
  81. Natália Costa & César Silva & Paulo Ferreira, 2019. "Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies," IJFS, MDPI, vol. 7(3), pages 1-12, September.
  82. Nektarios Aslanidis & Aurelio F. Bariviera & 'Oscar G. L'opez, 2021. "The link between Bitcoin and Google Trends attention," Papers 2106.07104, arXiv.org.
  83. Yong Jiang & Gang-Jin Wang & Dan-Yan Wen & Xiao-guang Yang, 2020. "Business conditions, uncertainty shocks and Bitcoin returns," Evolutionary and Institutional Economics Review, Springer, vol. 17(2), pages 415-424, July.
  84. Helder Miguel Correia Virtuoso Sebastião & Paulo José Osório Rupino Da Cunha & Pedro Manuel Cortesão Godinho, 2021. "Cryptocurrencies and blockchain. Overview and future perspectives," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 21(3), pages 305-342.
  85. Darko Vukovic & Moinak Maiti & Zoran Grubisic & Elena M. Grigorieva & Michael Frömmel, 2021. "COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave," Sustainability, MDPI, vol. 13(15), pages 1-17, July.
  86. Piotr Fiszeder & Marta Ma³ecka, 2022. "Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(4), pages 939-967, December.
  87. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2024. "Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis," Journal of Commodity Markets, Elsevier, vol. 33(C).
  88. Katsiampa, Paraskevi & Yarovaya, Larisa & Zięba, Damian, 2022. "High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  89. Yi, Eojin & Ahn, Kwangwon & Choi, M.Y., 2022. "Cryptocurrency: Not far from equilibrium," Technological Forecasting and Social Change, Elsevier, vol. 177(C).
  90. Miklesh Prasad Yadav & Atul Kumar & Vidhi Tyagi, 2023. "Adaptive Market Hypothesis and Cointegration: An Evidence of the Cryptocurrency Market," Contemporary Studies in Economic and Financial Analysis, in: Smart Analytics, Artificial Intelligence and Sustainable Performance Management in a Global Digitalised Economy, volume 110, pages 27-43, Emerald Group Publishing Limited.
  91. Colombo, Jéfferson Augusto & Yarovaya, Larisa, 2024. "Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil," Technology in Society, Elsevier, vol. 76(C).
  92. Kyriazis, Nikolaos & Papadamou, Stephanos & Corbet, Shaen, 2020. "A systematic review of the bubble dynamics of cryptocurrency prices," Research in International Business and Finance, Elsevier, vol. 54(C).
  93. Al Guindy, Mohamed, 2021. "Cryptocurrency price volatility and investor attention," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 556-570.
  94. Şoiman, Florentina & Dumas, Jean-Guillaume & Jimenez-Garces, Sonia, 2023. "What drives DeFi market returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
  95. David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021. "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
  96. Aurelio F. Bariviera & Ignasi Merediz‐Solà, 2021. "Where Do We Stand In Cryptocurrencies Economic Research? A Survey Based On Hybrid Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 377-407, April.
  97. Naeem, Muhammad Abubakr & Karim, Sitara, 2021. "Tail dependence between bitcoin and green financial assets," Economics Letters, Elsevier, vol. 208(C).
  98. Platanakis, Emmanouil & Urquhart, Andrew, 2020. "Should investors include Bitcoin in their portfolios? A portfolio theory approach," The British Accounting Review, Elsevier, vol. 52(4).
  99. Pattnaik, Debidutta & Hassan, M. Kabir & Dsouza, Arun & Tiwari, Aviral & Devji, Shridev, 2023. "Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
  100. Jalan, Akanksha & Matkovskyy, Roman & Yarovaya, Larisa, 2021. "“Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 78(C).
  101. Liebi, Luca J., 2022. "Is there a value premium in cryptoasset markets?," Economic Modelling, Elsevier, vol. 109(C).
  102. Tzouvanas, Panagiotis & Kizys, Renatas & Tsend-Ayush, Bayasgalan, 2020. "Momentum trading in cryptocurrencies: Short-term returns and diversification benefits," Economics Letters, Elsevier, vol. 191(C).
  103. ALIU Florin & NUHIU Artor & KNAPKOVA Adriana & LUBISHTANI Ermal & TRAN Khang, 2021. "Do Cryptocurrencies Offer Diversification Benefits For Equity Portfolios?," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 16(2), pages 5-18, August.
  104. Afshan, Sahar & Yaqoob, Tanzeela & Zaied, Younes Ben & Mishra, Shekhar & Mishra, Sibanjan, 2024. "Oil shocks and currency behavior: A dual approach to digital and traditional currencies," Global Finance Journal, Elsevier, vol. 62(C).
  105. Goodell, John W. & Corbet, Shaen, 2023. "Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack," Finance Research Letters, Elsevier, vol. 51(C).
  106. Bouteska, Ahmed & Mefteh-Wali, Salma & Dang, Trung, 2022. "Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
  107. Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz, 2021. "On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications," Papers 2105.12334, arXiv.org.
  108. Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020. "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
  109. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022. "Cryptocurrency returns under empirical asset pricing," International Review of Financial Analysis, Elsevier, vol. 82(C).
  110. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019. "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 37-51.
  111. Diniz-Maganini, Natalia & Diniz, Eduardo H. & Rasheed, Abdul A., 2021. "Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison," Research in International Business and Finance, Elsevier, vol. 58(C).
  112. Aktham Maghyereh & Hussein Abdoh, 2022. "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, vol. 63(6), pages 2875-2901, December.
  113. Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020. "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, vol. 52(C).
  114. Lorenzo Lucchini & Laura Alessandretti & Bruno Lepri & Angela Gallo & Andrea Baronchelli, 2020. "From code to market: Network of developers and correlated returns of cryptocurrencies," Papers 2004.07290, arXiv.org, revised Dec 2020.
  115. Meegan, Andrew & Corbet, Shaen & Larkin, Charles & Lucey, Brian, 2021. "Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
  116. Mo, Bin & Meng, Juan & Zheng, Liping, 2022. "Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets," Resources Policy, Elsevier, vol. 77(C).
  117. Su, Fei & Wang, Xinyi & Yuan, Yulin, 2022. "The intraday dynamics and intraday price discovery of bitcoin," Research in International Business and Finance, Elsevier, vol. 60(C).
  118. Cheng, Jiameng & Dai, Yanke, 2020. "Is bitcoin a channel of capital inflow? Evidence from carry trade activity," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 261-278.
  119. Simon Grima & Murat Kizilkaya & Kiran Sood & Mehmet ErdemDelice, 2021. "The Perceived Effectiveness of Blockchain for Digital Operational Risk Resilience in the European Union Insurance Market Sector," JRFM, MDPI, vol. 14(8), pages 1-15, August.
  120. Seth, Himanshu & Talwar, Shalini & Bhatia, Anuj & Saxena, Akanksha & Dhir, Amandeep, 2020. "Consumer resistance and inertia of retail investors: Development of the resistance adoption inertia continuance (RAIC) framework," Journal of Retailing and Consumer Services, Elsevier, vol. 55(C).
  121. Galvani, Valentina & Faychuk, Vita, 2022. "The Mean-Variance Core of Cryptocurrencies: When More is Not Better," Working Papers 2022-4, University of Alberta, Department of Economics.
  122. Shi, Yongjing & Tiwari, Aviral Kumar & Gozgor, Giray & Lu, Zhou, 2020. "Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model," Research in International Business and Finance, Elsevier, vol. 53(C).
  123. Huynh, Toan Luu Duc & Hille, Erik & Nasir, Muhammad Ali, 2020. "Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
  124. Gartner, Johannes & Moro, Andrea, 2024. "C-level managers and born-digitals' scaling: The case of Initial Coin Offerings (ICOs)," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
  125. Inzamam Ul Haq, 2023. "Time‐frequency comovement among green financial assets and cryptocurrency uncertainties," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 52(1), February.
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