This study conducts a systematic survey on whether the pricing behavior of cryptocurrencies
is predictable. Thus, the Efficient Market Hypothesis is rejected and speculation is feasible …

We employ a time-varying parameter vector autoregression (TVP-VAR) in combination with
an extended joint connectedness approach to study interlinkages between four markets …

We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16
international stock markets before and during COVID-19 pandemic. The measures of …

In this paper, we investigate the stochastic properties of six major cryptocurrencies and their
bilateral linkages with six stock market indices using fractional integration techniques. From …

This paper uses a dynamic conditional correlation model to examine whether Bitcoin can act
as a hedge and safe haven for major world stock indices, bonds, oil, gold, the general …

Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin
transactions at the conditional mean of the returns distribution. This study employs in …

We assess whether the long-run volatilities of Bitcoin, global equities, commodities, and
bonds are affected by global economic policy uncertainty. Empirical results provide …

The LSTM network was proposed to overcome the difficulty in learning long-term
dependence, and has made significant advancements in applications. With its success and …

This paper takes part in the ongoing debate on the newly emerging field of financial
technology by systematically reviewing 164 articles on cryptocurrency volatility during the …

This paper studies the time-varying market linkages between Bitcoin and green assets
before and during the COVID-19 pandemic through a TVP-VAR model with stochastic …