Big data technology has had a significant impact on new business and financial services: for
example, GPS and Bluetooth inspire location-based services, and search and web …

This survey develops a dual analysis, consisting, first, in a bibliometric examination and,
second, in a close literature review of all the scientific production around cryptocurrencies …

This paper provides a systematic review of the empirical literature based on the major topics
that have been associated with the market for cryptocurrencies since their development as a …

Motivated by the lack of research on price efficiency dynamics of green bonds and the
impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the …

Forecasting cryptocurrency prices is crucial for investors. In this paper, we adopt a novel
Gradient Boosting Decision Tree (GBDT) algorithm, Light Gradient Boosting Machine …

Investors are looking for objects in which they invest their funds successfully, evaluating the
effectiveness of alternative markets and their instruments. Historically, cash flow indicators …

This paper explored the connectedness of dynamic time-frequency between
cryptocurrencies and traditional financial assets in China using a weekly dataset from …

This paper investigates the predictive power of global geopolitical risks (GPR) index on daily
returns and price volatility of Bitcoin over the period July 18, 2010–May 31, 2018 …

We study which variables can explain and predict the return, volatility and trading volume of
Bitcoin. The considered variables are return, volatility, trading volume, transaction volume …

In this study, we employ a TVP-FAVAR connectedness approach in order to investigate the
transmission mechanism in the cryptocurrency market. To this end, we concentrate on the …