Cryptocurrency market microstructure: a systematic literature review
This study contributes to the unconsolidated cryptocurrency literature, with a systematic
literature review focused on cryptocurrency market microstructure. We searched Web of …
literature review focused on cryptocurrency market microstructure. We searched Web of …
Cryptocurrency in context of fiat money functions
L Levulytė, A Šapkauskienė - The Quarterly Review of Economics and …, 2021 - Elsevier
The purpose of this paper is to investigate the ability of cryptocurrencies to fulfill three main
money functions: medium of exchange, a unit of account, and store of value by applying a …
money functions: medium of exchange, a unit of account, and store of value by applying a …
The impact of bitcoin on gold, the volatility index (VIX), and dollar index (USDX): analysis based on VAR, SVAR, and wavelet coherence
Purpose Since 2008, bitcoin has continued to attract investors due to its growing
capitalization and opportunity for speculation. The purpose of this paper is to analyze the …
capitalization and opportunity for speculation. The purpose of this paper is to analyze the …
Analysis of diversification benefits for cryptocurrency portfolios before and during the COVID-19 pandemic
Purpose This study aims to investigate the diversification benefits attached to the crypto
portfolios when combined with stocks, Forex instruments and commodity assets …
portfolios when combined with stocks, Forex instruments and commodity assets …
[HTML][HTML] Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?
This study explores the impact of trading activity on both centralized exchanges (CEXs) and
decentralized exchanges (DEXs) on information transmission patterns between digital and …
decentralized exchanges (DEXs) on information transmission patterns between digital and …
Risks of decentralized finance and their potential negative effects on capital markets: the Terra-Luna case
V Santiago, M Charifzadeh… - Studies in Economics and …, 2024 - emerald.com
Purpose This study aims to investigate the impact of the 2022 collapse of the Terra-Luna
ecosystem on volatility correlations among digital assets, including US Terra, Luna, Bitcoin …
ecosystem on volatility correlations among digital assets, including US Terra, Luna, Bitcoin …
Making informed decisions in the volatile crypto market: an analysis of portfolio risk and return
Despite widespread skepticism linked to cryptocurrencies, they are constantly gaining the
interest of scholars, investors, media, and regulators. Recognizing the importance that …
interest of scholars, investors, media, and regulators. Recognizing the importance that …
Currency substitution in a world of looming retail CBDCs: Suggestive currency substitution-based evidence
H Chen, PL Siklos - Journal of International Financial Markets, Institutions …, 2023 - Elsevier
Digitalization, spurred by the pandemic, has accelerated plans by many central banks to
introduce retail digital currencies (rCBDCs). If international coordination eventually allows …
introduce retail digital currencies (rCBDCs). If international coordination eventually allows …
Bitcoin's value proposition: shorting expansionary monetary policies
T Morillon - Studies in Economics and Finance, 2022 - emerald.com
Purpose Professionals and academics alike hold polarized opinions about Bitcoin's purpose
and its fundamental value. This paper aims to describe Bitcoin's unique features that make it …
and its fundamental value. This paper aims to describe Bitcoin's unique features that make it …
Exploring the relationship between digital trails of social signals and bitcoin returns
Purpose This study aims to empirically investigate the linkages between digital trails of
social signals (content and profile features of bitcoin-related tweets) and bitcoin price return …
social signals (content and profile features of bitcoin-related tweets) and bitcoin price return …