We test the suitability of Gold and Bitcoin as safe-haven instruments in the backdrop of the
Covid-19 related equity market meltdown by implementing the newly proposed Wavelet …

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

We test for the existence of bubbles in conventional and DeFi-focused cryptocurrencies,
seeking to identify key driving forces that distinguish DeFi tokens from conventional …

This paper aims to provide a statistical analysis of the impacts of worldwide climate change
and consequent natural disasters on international stock markets. By means of a suited event …

Cryptocurrencies have recently captured the interest of the econometric literature, with
several works trying to address the existence of bubbles in the price dynamics of Bitcoins …

This study employs the number of tweets as a proxy for investor attention. We use high-
frequency data to investigate tweets' real-time effects on Bitcoin liquidity. We find that a 1 …

The main aim of this article is to examine the inter-relationships among the top
cryptocurrencies on the crypto stock market in the presence and absence of the COVID-19 …

The SARS-CoV-2 epidemics outbreak has shocked global financial markets, inducing
policymakers to put in place unprecedented interventions to inject liquidity and to …

Inferring the heterogeneous connection pattern of a networked system of multivariate time
series observations is a key issue. In finance, the topological structure of financial …

The lack of fundamental values in the cryptocurrency market paves the way for the rise of
unprecedented speculative bubble phenomena, which are often associated with alternating …