Results 61 to 70 of about 3,126,053 (251)
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Artificial intelligence and liquidation: Reality, destiny and fantasy
International Insolvency Review, EarlyView.Abstract Artificial intelligence (AI) is increasingly reshaping the administration of corporate liquidation. Beyond its established role in financial prediction and data analytics, AI is now assisting insolvency practitioners in identifying the onset of financial distress, managing creditor communications, tracing and valuing assets and enhancing ...
Kai Zhang, Jingchen Zhao
wiley +1 more source
Cryptocurrency market contagion: market uncertainty, market complexity, and dynamic portfolios [PDF]
, 2019 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 top 9 cryptocurrencies by virtue of market capitalization and one market ...
Antonakakis, Nikolaos +4 more
core +1 more source
CAUSALITY AND COINTEGRATION IN CRYPTOCURRENCY MARKETS
Uluslararası İktisadi ve İdari İncelemeler Dergisi, 2022 This paper investigates the causality and cointegration relationships between seven major cryptocurrencies, namely Bitcoin (BTC), Binance Coin (BNB), Cardano (ADA), Dogecoin (DOGE), Ethereum (ETH), Polkadot (DOT) and Ripple (XRP), using Johansen Cointegration and Granger Causality tests over the period from August 21, 2020 to April 19, 2021.
openaire +3 more sources
International Journal of Finance &Economics, EarlyView.ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
wiley +1 more source
System analysis of the world cryptocurrency market
Вісник Харківського національного університету імені В.Н. Каразіна: Серія Економіка, 2018 The main focus of this article is the analysis of the global cryptocurrency market as an integrated system of cryptocurrencies and infrastructures that ensure their functioning.
T. V. Merkulova, J. M. Masliy
doaj
International Journal of Finance &Economics, EarlyView.ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley +1 more source
Kajian Pola Musiman Pada Cryptocurrency Market [PDF]
, 2019 Penelitian ini dilakukan untuk menguji apakah pada cryptocurrency market khususnya pada bitcoin dan litecoin terdapat pola musiman cryptocurrency market berjalan secara acak.
Susanto, Yosua Arif
core +1 more source
Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
International Journal of Finance &Economics, EarlyView.ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source
Cryptocurrency Market Development: Hurst Method [PDF]
, 2020 The aim of this work is to study the pricing in the cryptocurrency market and applying cryptocurrencies by the Bank of Russia for its monetary policy. The research objectives are to identify the cyclical nature of price dynamics, to study market maturity
A. Yu. Mikhailov
core +1 more source