Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

This paper explores the dynamic connectedness between Defi assets and sector stock
markets focused around the COVID-19 pandemic crisis. For that aim, this research applies …

In this paper, we constructed a volatility spillover index based on the time-varying parameter
vector autoregressions (TVP-VAR) model to study the asymmetric volatility spillover effect …

This research explores the impact of COVID-19-related media coverage on the dynamic
return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC) …

This study examines how the COVID-19 pandemic has affected the connectedness between
non-fungible tokens, decentralized finance coins, traditional financial assets, and …

Using a novel TVP-VAR approach, we investigate the connectedness between precious
metals, industrial metals, and decentralized finance (DeFi) assets during pre-pandemic and …

Due to the investment and diversification potential, cryptocurrencies are considered to be
attractive for both sophisticated and amateur investors. However, the high levels of electricity …

This paper examines the quantile dependence, connectedness, and return spillovers
between gold and the price returns of leading cryptocurrencies, using quantile cross …

This study explores potential non-linear and asymmetric interdependencies between oil
price shocks and leading cryptocurrency returns. In addition, this research splits changes in …

With growing attention and concern regarding green instruments, in this paper, we test for
the dynamic connectedness of green cryptocurrencies, green investment, conventional …