Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review

J Almeida, TC Gonçalves - Journal of Risk and Financial Management, 2022 - mdpi.com
Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

[HTML][HTML] A novel cryptocurrency price prediction model using GRU, LSTM and bi-LSTM machine learning algorithms

MJ Hamayel, AY Owda - Ai, 2021 - mdpi.com
Cryptocurrency is a new sort of asset that has emerged as a result of the advancement of
financial technology and it has created a big opportunity for researches. Cryptocurrency …

Cryptocurrency market microstructure: a systematic literature review

J Almeida, TC Gonçalves - Annals of Operations Research, 2024 - Springer
This study contributes to the unconsolidated cryptocurrency literature, with a systematic
literature review focused on cryptocurrency market microstructure. We searched Web of …

[PDF][PDF] The nexus between COVID-19 fear and stock market volatility

W Li, F Chien, H Waqas Kamran… - Economic research …, 2022 - hrcak.srce.hr
This study described an empirical link between COVID-19 fear and stock market volatility.
Studying COVID-19 fear with stock market volatility is crucial for planning adequate portfolio …

Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies

TLD Huynh, E Hille, MA Nasir - Technological Forecasting and Social …, 2020 - Elsevier
In the context of the 4th industrial revolution, artificial intelligence (AI) and environmental
challenges, this study investigates the role of AI, robotics stocks and green bonds in portfolio …

An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID …

NTH Nham - Technological Forecasting and Social Change, 2022 - Elsevier
We employ a time-varying parameter vector autoregression (TVP-VAR) in combination with
an extended joint connectedness approach to study interlinkages between four markets …

Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market

N Iqbal, Z Fareed, G Wan, F Shahzad - International Review of Financial …, 2021 - Elsevier
In the wake of recent pandemic of COVID-19, we explore its unprecedented impact on the
cryptocurrencies' market. Specifically, we check how the changing intensity of the COVID-19 …

Deep learning-based cryptocurrency price prediction scheme with inter-dependent relations

S Tanwar, NP Patel, SN Patel, JR Patel… - IEEE …, 2021 - ieeexplore.ieee.org
Blockchain technology is becoming increasingly popular because of its applications in
various fields. It gives an edge over the traditional centralized methods as it provides …

Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis

W Mensi, R El Khoury, SRM Ali, XV Vo… - Research in International …, 2023 - Elsevier
This paper examines the quantile dependence, connectedness, and return spillovers
between gold and the price returns of leading cryptocurrencies, using quantile cross …

Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions

SH Hsu, C Sheu, J Yoon - The North American Journal of Economics and …, 2021 - Elsevier
This paper applies a Diagonal BEKK model to investigate the risk spillovers of three major
cryptocurrencies to ten leading traditional currencies and two gold prices (Spot Gold and …