How cryptocurrency affects economy? A network analysis using bibliometric methods
Y Yue, X Li, D Zhang, S Wang - International Review of Financial Analysis, 2021 - Elsevier
This paper analyses existing literature about the economic effects of cryptocurrency using
bibliometric methods. 1850 articles are collected from “Web of Science core database” from …
bibliometric methods. 1850 articles are collected from “Web of Science core database” from …
[HTML][HTML] The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
At the beginning of the 2020 global COVID-2019 pandemic, Chinese financial markets acted
as the epicentre of both physical and financial contagion. Our results indicate that a number …
as the epicentre of both physical and financial contagion. Our results indicate that a number …
[HTML][HTML] The cryptocurrency uncertainty index
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 …
based on news coverage. Our UCRY Index captures two types of uncertainty: that of the …
The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
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 …
pandemic. We employ a combination of quantitative methods to hourly prices of the four …
[HTML][HTML] The effects of central bank digital currencies news on financial markets
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 …
2015–2021, we provide two new indices around the growing area of Central Bank Digital …
[HTML][HTML] Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
In the midst of the 2020 global COVID-19 pandemic and subsequent financial market
collapse, corporate entities have to navigate a number of truly unforeseen contagion risks …
collapse, corporate entities have to navigate a number of truly unforeseen contagion risks …
Volatility impacts on the European banking sector: GFC and COVID-19
This paper analyses the volatility transmission between European Global Systemically
Important Banks (GSIBs) and implied stock market volatility. A Dynamic Conditional …
Important Banks (GSIBs) and implied stock market volatility. A Dynamic Conditional …
A survey on volatility fluctuations in the decentralized cryptocurrency financial assets
NA Kyriazis - Journal of Risk and Financial Management, 2021 - mdpi.com
This study is an integrated survey of GARCH methodologies applications on 67 empirical
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …
Investor attention in cryptocurrency markets
LA Smales - International Review of Financial Analysis, 2022 - Elsevier
We examine the relationship between investor attention, and measures of uncertainty, with
the market dynamics of Bitcoin and other cryptocurrencies. We find that increases in investor …
the market dynamics of Bitcoin and other cryptocurrencies. We find that increases in investor …
Economic estimation of Bitcoin mining's climate damages demonstrates closer resemblance to digital crude than digital gold
This paper provides economic estimates of the energy-related climate damages of mining
Bitcoin (BTC), the dominant proof-of-work cryptocurrency. We provide three sustainability …
Bitcoin (BTC), the dominant proof-of-work cryptocurrency. We provide three sustainability …