[HTML][HTML] Systematic literature review on application of blockchain technology in E-finance and financial services

S Trivedi, K Mehta, R Sharma - Journal of technology management & …, 2021 - SciELO Chile
Blockchain is thought to be the most recent innovation in technology. Trust is especially
important in areas like the banking sector. Blockchain technology is a decentralised, coded …

A systematic review of the bubble dynamics of cryptocurrency prices

N Kyriazis, S Papadamou, S Corbet - Research in International Business …, 2020 - Elsevier
This paper surveys the academic literature concerning the formation of pricing bubbles in
digital currency markets. Studies indicate that several bubble phases have taken place in …

[HTML][HTML] The cryptocurrency uncertainty index

BM Lucey, SA Vigne, L Yarovaya, Y Wang - Finance Research Letters, 2022 - Elsevier
We have developed and made available a new Cryptocurrency Uncertainty Index (UCRY)
based on news coverage. Our UCRY Index captures two types of uncertainty: that of the …

[HTML][HTML] The effects of central bank digital currencies news on financial markets

Y Wang, BM Lucey, SA Vigne, L Yarovaya - Technological Forecasting and …, 2022 - Elsevier
Based on coverage of over 660m news stories from LexisNexis News & Business between
2015–2021, we provide two new indices around the growing area of Central Bank Digital …

The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets

L Yarovaya, R Matkovskyy, A Jalan - Journal of International Financial …, 2021 - Elsevier
This paper analyses herding in cryptocurrency markets in the time of the COVID-19
pandemic. We employ a combination of quantitative methods to hourly prices of the four …

Cryptocurrencies as a financial asset: A systematic analysis

S Corbet, B Lucey, A Urquhart, L Yarovaya - International Review of …, 2019 - Elsevier
This paper provides a systematic review of the empirical literature based on the major topics
that have been associated with the market for cryptocurrencies since their development as a …

Datestam** the Bitcoin and Ethereum bubbles

S Corbet, B Lucey, L Yarovaya - Finance Research Letters, 2018 - Elsevier
We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two
popular cryptocurrencies using the (Phillips et al., 2011) methodology. In contrast to …

Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic

I Yousaf, R Nekhili, M Gubareva - International Review of Financial …, 2022 - Elsevier
This paper examines the static and dynamic returns connectedness between four renowned
DeFi assets, namely, Chainlink, Maker, Basic Attention Token, and Synthetix, and four …

[HTML][HTML] Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre

S Corbet, YG Hou, Y Hu, L Oxley, D Xu - International Review of Economics …, 2021 - Elsevier
Utilising Chinese-developed data based on long-standing influenza indices, and the more
recently-developed coronavirus and face mask indices, we set out to test for the presence of …

Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic

L Yarovaya, J Brzeszczyński, JW Goodell… - Journal of International …, 2022 - Elsevier
Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …