Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks

M Balcilar, H Ozdemir, B Agan - Physica A: Statistical Mechanics and its …, 2022 - Elsevier
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Re-Thinking Cryptocurrencies as Safe-Haven Investment: Evidence in the US and Emerging Countries

CD Mariana, IA Ekaputra, ZA Husodo… - Handbook of Research …, 2023 - igi-global.com
This chapter investigates the global crisis's impact on the safe-haven role of the two most
significant cryptocurrencies based on their market capitalizations: Bitcoin and Ethereum …

The Impact of Quantitative Easing on Cryptocurrency

C Gu, B Lv, Y Liu, G Peng - International Journal of Economics …, 2021 - search.proquest.com
Abstract On March 23, 2020, the Federal Reserve Board started the 'unlimited quantitative
easing'to boost economy. After the announcement, an obvious boom in the cryptocurrency …

[PDF][PDF] Volatility Spillover in the Cryptocurrency market: Categorization of the Cryptocurrency Market Based on their Primary Use and the Effects of COVID-19

LC Eikeri, SA Amundsen - 2020 - biopen.bi.no
Utilizing the generalized spillover index developed by Diebold and Yilmaz (2009, 2012), we
investigate the volatility connectedness between an index consisting of nine selected …

Analisis volatilitas spillover dan integrasi pasar pada indeks saham syariah di asean

Y Syfailatun - repository.uinjkt.ac.id
Penelitian ini bertujuan untuk menganalisis volatilitas spillover dan integrasi pasar, dan
menganalisis hubungan jangka panjang dan pendek serta kontribusi antar indeks saham …

[PDF][PDF] Paulo Vitor Jordão da Gama Silva

A de Empresas - 2019 - maxwell.vrac.puc-rio.br
Volatilidade e Fenômenos Comportamentais. Rio de Janeiro, 2019. 200p. Tese de
Doutorado-Departamento de Administração, Pontifícia Universidade Católica do Rio de …

[CITAAT][C] Mean and Volatility Spillover From Bitcoin to Major Cryptocurrencies: An Evidence Through GARCH Based Models

M Naseer - 2019 - CAPITAL UNIVERSITY