Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

This study aims to systematically analyze and synthesize the literature produced thus far on
cryptocurrency investment. We use a systematic review process supported by VOSviewer …

Non-fungible tokens (NFTs) revolutionize crypto-landscape, becoming popular among
investors and general public. This first-ever study of coherence between returns of NFTs and …

This paper examines the static and dynamic returns connectedness between four renowned
DeFi assets, namely, Chainlink, Maker, Basic Attention Token, and Synthetix, and four …

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin,
Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity …

In this paper, we constructed a volatility spillover index based on the time-varying parameter
vector autoregressions (TVP-VAR) model to study the asymmetric volatility spillover effect …

This study explores potential non-linear and asymmetric interdependencies between oil
price shocks and leading cryptocurrency returns. In addition, this research splits changes in …

This paper analyzes time-varying networks of clean and dirty cryptocurrencies with green
and traditional assets through a dynamic connectedness approach established by the time …

This paper studies asymmetric spillovers from Bitcoin to green and traditional assets by
using a full distributional framework established by a recently-developed Quantile-on …

The purpose of this study is to examine the interconnectedness between DeFi and natural
resource assets in terms of return and volatility spillovers, as well as the effectiveness of …