This review aims to analyze and synthesize the literature produced so far on investor
behavior in the cryptocurrency market. We use VOSviewer 1.6. 17 software to perform a …

Cryptocurrency is a new sort of asset that has emerged as a result of the advancement of
financial technology and it has created a big opportunity for researches. Cryptocurrency …

Using 5-minute high-frequency data, we study realized volatility spillovers in major
cryptocurrencies, employing generalized forecast error variance decomposition. We also …

This paper analyses the time and frequency dynamics of connectedness between
cryptocurrencies and commodity sectors. It supports that cryptocurrency plays a virtual …

This paper examines the long-run and short-run asymmetric effects of gold and
cryptocurrency returns on the Thai stock market. Employing daily data on gold prices from …

This study examines the time-varying correlations between six cryptocurrency and S&P 500
index markets using a copula-ADCC-EGARCH model. The increasing influence and usage …

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 …

This paper aims to compare Bitcoin with gold in the diversification of Chinese portfolios
using daily data over the 2010–2020 period. We propose a new development of copula …

This study quantifies the spillover effects among seven cryptocurrencies to explore the
spillover characteristics of seven cryptocurrencies, namely, Bitcoin, Ethereum, Ripple …

Using daily price data for Bitcoin and 10 representative financial assets from the stock,
commodity, gold, foreign exchange and bond markets from 2011 to 2019, we study the tail …