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Cryptocurrency price drivers: Wavelet coherence analysis revisited

Citations

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Cited by:

  1. Chuffart, Thomas, 2022. "Interest in cryptocurrencies predicts conditional correlation dynamics," Finance Research Letters, Elsevier, vol. 46(PA).
  2. Arturas Sabalionis & Wenbo Wang & Hail Park, 2021. "What affects the price movements in Bitcoin and Ethereum?," Manchester School, University of Manchester, vol. 89(1), pages 102-127, January.
  3. Abeer ElBahrawy & Laura Alessandretti & Andrea Baronchelli, 2019. "Wikipedia and Digital Currencies: Interplay Between Collective Attention and Market Performance," Papers 1902.04517, arXiv.org, revised Mar 2019.
  4. Simon Albrecht & Bernhard Lutz & Dirk Neumann, 2020. "The behavior of blockchain ventures on Twitter as a determinant for funding success," Electronic Markets, Springer;IIM University of St. Gallen, vol. 30(2), pages 241-257, June.
  5. 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.
  6. Nguyen, Khanh Quoc & Nguyen, Thanh Huong & Do, Bao Linh, 2023. "Narrative attention and related cryptocurrency returns," Finance Research Letters, Elsevier, vol. 56(C).
  7. Tim Leung & Theodore Zhao, 2022. "Adaptive complementary ensemble EMD and energy-frequency spectra of cryptocurrency prices," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-23, March.
  8. 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).
  9. Fruehwirt, Wolfgang & Hochfilzer, Leonhard & Weydemann, Leonard & Roberts, Stephen, 2021. "Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis," Finance Research Letters, Elsevier, vol. 40(C).
  10. Gurdgiev, Constantin & O’Loughlin, Daniel, 2020. "Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
  11. Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & David Martinez-Rego & Fan Wu & Lingbo Li, 2022. "Cryptocurrency trading: a comprehensive survey," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-59, December.
  12. Caferra, Rocco, 2022. "Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
  13. Cynthia Weiyi Cai & Rui Xue & Bi Zhou, 2023. "Cryptocurrency puzzles: a comprehensive review and re-introduction," Journal of Accounting Literature, Emerald Group Publishing Limited, vol. 46(1), pages 26-50, June.
  14. Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(2), pages 97-117, June.
  15. Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & David Martinez-Regoband & Fan Wu, 2020. "Cryptocurrency Trading: A Comprehensive Survey," Papers 2003.11352, arXiv.org, revised Jan 2022.
  16. Michael Demmler & Amilcar Orlian Fernández Domínguez, 2021. "Bitcoin and the South Sea Company: A comparative analysis," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 13(1), pages 197-224, March.
  17. Qureshi, Saba & Aftab, Muhammad & Bouri, Elie & Saeed, Tareq, 2020. "Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
  18. Samia Nasreen & Syed Asif Ali Naqvi & Aviral Kumar Tiwari & Shawkat Hammoudeh & Syed Ale Raza Shah, 2020. "A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification," JRFM, MDPI, vol. 13(4), pages 1-21, March.
  19. Ben Osman, Myriam & Galariotis, Emilios & Guesmi, Khaled & Hamdi, Haykel & Naoui, Kamel, 2024. "Are markets sentiment driving the price bubbles in the virtual?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 272-285.
  20. Hashem A. AlNemer & Besma Hkiri & Muhammed Asif Khan, 2021. "Time-Varying Nexus between Investor Sentiment and Cryptocurrency Market: New Insights from a Wavelet Coherence Framework," JRFM, MDPI, vol. 14(6), pages 1-19, June.
  21. Dulani Jayasuriya Daluwathumullagamage & Alexandra Sims, 2021. "Fantastic Beasts: Blockchain Based Banking," JRFM, MDPI, vol. 14(4), pages 1-43, April.
  22. Jinxin Cui & Aktham Maghyereh, 2022. "Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
  23. Kristoufek, Ladislav & Bouri, Elie, 2023. "Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges," Finance Research Letters, Elsevier, vol. 51(C).
  24. Indranil Ghosh & Manas K. Sanyal & R. K. Jana, 2021. "Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 503-527, February.
  25. Rubaiyat Ahsan Bhuiyan & Afzol Husain & Changyong Zhang, 2023. "Diversification evidence of bitcoin and gold from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-36, December.
  26. Celeste, Valerio & Corbet, Shaen & Gurdgiev, Constantin, 2020. "Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 310-324.
  27. Almeida, José & Gaio, Cristina & Gonçalves, Tiago Cruz, 2024. "Crypto market relationships with bric countries' uncertainty – A wavelet-based approach," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
  28. Ladislav Kristoufek, 2022. "On the role of stablecoins in cryptoasset pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-26, December.
  29. Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019. "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 857-867.
  30. Adam Hayes, 2018. "Bitcoin price and its marginal cost of production: support for a fundamental value," Papers 1805.07610, arXiv.org.
  31. Sasan Barak & Navid Parvini, 2023. "Transfer‐entropy‐based dynamic feature selection for evaluating Bitcoin price drivers," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1695-1726, December.
  32. 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).
  33. Levulytė, Laura & Šapkauskienė, Alfreda, 2021. "Cryptocurrency in context of fiat money functions," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 44-54.
  34. Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019. "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, vol. 30(C), pages 187-193.
  35. 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.
  36. 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.
  37. 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.
  38. Lars Steinert & Christian Herff, 2018. "Predicting altcoin returns using social media," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-12, December.
  39. Scharnowski, Stefan & Shi, Yanghua, 2024. "Intraday herding and attention around the clock," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
  40. Luigi Oddo & Mile Bosnjak, 2021. "A comparative analysis of the monetary policy transmission channels in the U.S: a wavelet-based approach," Applied Economics, Taylor & Francis Journals, vol. 53(38), pages 4448-4463, August.
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