Complexity in economic and social systems: Cryptocurrency market at around COVID-19
Social systems are characterized by an enormous network of connections and factors that
can influence the structure and dynamics of these systems. Among them the whole …
can influence the structure and dynamics of these systems. Among them the whole …
Cryptocurrencies are becoming part of the world global financial market
In this study the cross-correlations between the cryptocurrency market represented by the
two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one …
two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one …
What is mature and what is still emerging in the cryptocurrency market?
In relation to the traditional financial markets, the cryptocurrency market is a recent invention
and the trading dynamics of all its components are readily recorded and stored. This fact …
and the trading dynamics of all its components are readily recorded and stored. This fact …
Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies
Since its conception, the cryptocurrency market has been frequently described as an
immature market, characterized by significant swings in volatility and occasionally described …
immature market, characterized by significant swings in volatility and occasionally described …
[HTML][HTML] An exploration of the mathematical structure and behavioural biases of 21st century financial crises
In this paper we contrast the dynamics of the 2022 Ukraine invasion financial crisis with
notable financial crises of the 21st century—the dot-com bubble, global financial crisis and …
notable financial crises of the 21st century—the dot-com bubble, global financial crisis and …
COVID-19 effects on the relationship between cryptocurrencies: can it be contagion? Insights from econophysics approaches
Cryptocurrencies are relatively new and innovative financial assets. They are a topic of
interest to investors and academics due to their distinctive features. Whether financial or not …
interest to investors and academics due to their distinctive features. Whether financial or not …
Correlations versus noise in the NFT market
The non-fungible token (NFT) market emerges as a recent trading innovation leveraging
blockchain technology, mirroring the dynamics of the cryptocurrency market. The current …
blockchain technology, mirroring the dynamics of the cryptocurrency market. The current …
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
This paper investigates the temporal patterns of activity in the cryptocurrency market with a
focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022 …
focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022 …
Impact of the COVID-19 pandemic on cryptocurrency markets: A DCCA analysis
Extraordinary events, regardless of their financial or non-financial nature, are a great
challenge for financial stability. This study examines the impact of one such occurrence—the …
challenge for financial stability. This study examines the impact of one such occurrence—the …
Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals
This paper studies the time-varying structure of the equity market with respect to market
capitalization. First, we analyze the distribution of the 100 largest companies' market …
capitalization. First, we analyze the distribution of the 100 largest companies' market …