Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review
Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
Economic policy uncertainty and cryptocurrency market as a risk management avenue: A systematic review
IU Haq, A Maneengam, S Chupradit, W Suksatan… - Risks, 2021 - mdpi.com
Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the
cryptocurrency market as a risk management avenue has got the attention of researchers …
cryptocurrency market as a risk management avenue has got the attention of researchers …
[HTML][HTML] Tail dependence between bitcoin and green financial assets
MA Naeem, S Karim - Economics Letters, 2021 - Elsevier
The high power consumption of Bitcoin transactions has raised environmental and
sustainable concerns of green investors and regulatory bodies. We utilize the time-varying …
sustainable concerns of green investors and regulatory bodies. We utilize the time-varying …
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
The cryptocurrency markets are perceived as being dominated by Bitcoin leading the overall
system dynamics. Although the previous empirical evidence points towards strong …
system dynamics. Although the previous empirical evidence points towards strong …
Asymmetric efficiency of cryptocurrencies during COVID19
In this study, we examine the asymmetric efficiency of cryptocurrencies using 1-hour data of
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …
When bitcoin lost its position: cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic
This paper examines the dynamic spillovers among the major cryptocurrencies under
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data
Using 5-minute high-frequency data, we study realized volatility spillovers in major
cryptocurrencies, employing generalized forecast error variance decomposition. We also …
cryptocurrencies, employing generalized forecast error variance decomposition. We also …
[HTML][HTML] Assessing linkages between alternative energy markets and cryptocurrencies
Surmounted environmental concerns and energy challenges have created an augmented
awareness among the public and policymakers about alternate energy resources. Using a …
awareness among the public and policymakers about alternate energy resources. Using a …
On the prediction of systemic risk tolerance of cryptocurrencies
The role of big data in finance is pivotal, especially in forecasting stock prices, mitigating risk,
and assessing market anomalies. With the financial system becoming more interconnected …
and assessing market anomalies. With the financial system becoming more interconnected …
Knowledge diffusion paths of blockchain domain: the main path analysis
D Yu, L Sheng - Scientometrics, 2020 - Springer
Blockchain technology, as a disruptive technology, has received widespread attention in the
past few years from all over the world, leading to rapid growth in research outputs. This …
past few years from all over the world, leading to rapid growth in research outputs. This …