CBDC, Fintech and cryptocurrency for financial inclusion and financial stability

PK Ozili - Digital Policy, Regulation and Governance, 2022 - emerald.com
CBDC, Fintech and cryptocurrency for financial inclusion and financial stability | Emerald Insight
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …

Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis

W Mensi, R El Khoury, SRM Ali, XV Vo… - Research in International …, 2023 - Elsevier
This paper examines the quantile dependence, connectedness, and return spillovers
between gold and the price returns of leading cryptocurrencies, using quantile cross …

[HTML][HTML] Is geopolitical risk priced in the cross-section of cryptocurrency returns?

H Long, E Demir, B Będowska-Sójka, A Zaremba… - Finance Research …, 2022 - Elsevier
We examine the role of geopolitical risk in the cross-sectional pricing of cryptocurrencies.
We calculate cryptocurrency exposure to changes in the geopolitical risk index and …

Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications

M Abdullah, D Adeabah, EJA Abakah, CC Lee - Finance Research Letters, 2023 - Elsevier
This paper examines extreme return and volatility connectedness among real estate tokens,
REITs, and other assets while accounting for global uncertainties' effect on connectedness …

Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications

EJA Abakah, GMW Ullah, OB Adekoya… - International Review of …, 2023 - Elsevier
Since the emergence of blockchain technology, several digital assets such as
cryptocurrencies, DeFi, and NFTs have gained considerable attention from investors and …

Fan tokens: Sports and speculation on the blockchain

M Scharnowski, S Scharnowski… - Journal of International …, 2023 - Elsevier
This paper provides an economic analysis of fan tokens, which are collectible utility tokens
issued by sports clubs. We document that fan token prices are highly volatile and …

Cryptocurrency puzzles: a comprehensive review and re-introduction

CW Cai, R Xue, B Zhou - Journal of Accounting Literature, 2024 - emerald.com
Purpose This study reviews existing cryptocurrency research to provide answers to three
puzzles in the literature. First, is cryptocurrency more like gold (ie, a commodity) or should it …

[HTML][HTML] Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?

X Zhang, MA Naeem, Y Du, A Rauf - Journal of Behavioral and …, 2024 - Elsevier
This study introduces a novel bidirectional ripple effect method to identify the risky center,
hedging center, and duration of ripple effects. This method is used to examine the static and …

Value premium, network adoption, and factor pricing of crypto assets

LW Cong, GA Karolyi, K Tang… - Network Adoption, and …, 2022 - papers.ssrn.com
We document characteristics-based return anomalies in a large cross-section (> 4,000) of
crypto assets. Cryptocurrency returns exhibit momentum in the largest-cap group, reversals …

Realized higher-order moments spillovers across cryptocurrencies

N Apergis - Journal of International Financial Markets, Institutions …, 2023 - Elsevier
Using 1-min data of nine cryptocurrency prices, spanning the period 2017 to 2021, the
analysis extends Hasan et al., 2021, Ahmed and Al Mafrachi, 2021 papers that explore the …