The adverse effects of the high-power energy consumption by cryptocurrencies on the
environment and sustainability have raised the interest of a large body of policymakers and …

At the beginning of the 2020 global COVID-2019 pandemic, Chinese financial markets acted
as the epicentre of both physical and financial contagion. Our results indicate that a number …

This study is an integrated survey of GARCH methodologies applications on 67 empirical
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …

We apply wavelet analyses to examine the impact of the Covid-19 fueled panic on the
volatility of major fiat and cryptocurrency markets during January–May, 2020. There is high …

This research examined the impact of the stock market on Bitcoin during COVID-19 and
other uncertainty periods. Based on the quantile regression results, during periods of high …

This paper examines the dynamic connectedness between Gulf countries and BRICS stocks
markets with a sample of cryptocurrencies, as well as two newly developed digital assets …

This paper analyzes the relationships between volatilities of five cryptocurrencies, American
indices (S&P500, Nasdaq, and VIX), oil, and gold. The results of the BEKK-GARCH model …

The fundamental aim of this study is to examine the contagion effect of Bitcoin on the
National Securities Exchange, Shanghai Stock Exchange, London Stock Exchange, and …

We present a multi-scale and time-frequency analysis of the degree of integration and the
lead-lag relationship between six cryptocurrencies (ie, Bitcoin, Bitcoincash, Ethereum …

The common consensus regarding weak correlations between cryptocurrencies and stock
markets has recently been challenged by their synchronous downturn during the COVID-19 …