In recent years, the tendency of the number of financial institutions to include
cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital …

This paper takes part in the ongoing debate on the newly emerging field of financial
technology by systematically reviewing 164 articles on cryptocurrency volatility during the …

Spillovers in high-order moments are understudied in the cryptocurrency markets, and
notably their joint volatility-skewness-kurtosis spillover effect and its drivers are overlooked …

This study investigates the dynamic mechanism of financial markets on volatility spillovers
across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether …

On a univariate setting, this study aims to:(a) model the volatility of Bitcoin, Dash, Monero,
and Stellar,(b) check the eventual existence of structural breaks in their volatility, and (c) …

In this study, we investigate the dynamic connectedness between the volatility of Northeast
Asia, namely South Korea, Japan, China, and the United States (US). Specifically, we …

In this paper, we examine the role of United States Economic Policy Uncertainty (US EPU)
on the connectedness between bitcoin and precious metals using both dynamic spillover …

The connection between the cryptocurrency and precious metal markets has attracted a lot
of interest among academics, investors, and policymakers. The focus of this paper is to …

Credit risk linkage has primarily been examined from the lens of developed country markets
and using volatility index. In this paper, we investigate the interconnectedness and causality …

Spillovers and bivariate portfolios of gold-backed cryptocurrencies and gold during the
COVID-19 outbreak | Emerald Insight Books and journals Case studies Expert Briefings Open …