Results 191 to 200 of about 1,792 (206)

Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets

Finance Research Letters, 2021
Atilla Cifter, Kemal Dinçer Dingeç, Nezir Aydin   +2 more
exaly  

Volatility discovery in cryptocurrency markets

Journal of Risk Finance, 2021
Thomas Dimpfl, Dalia Elshiaty
exaly  

Essays on the cryptocurrency market

Η παρούσα διδακτορική διατριβή διερευνά τον εξελισσόμενο ρόλο του Bitcoin στο διεθνές χρηματοοικονομικό σύστημα, εστιάζοντας τόσο στις δυναμικές αλληλεπιδράσεις του με τις παραδοσιακές αγορές, όσο και στους μακροοικονομικούς παράγοντες που καθορίζουν τη μεταβλητότητά του. Η διατριβή αποτελείται από τρία εμπειρικά δοκίμια. Στο πρώτο κεφάλαιο εφαρμόζεται
openaire   +1 more source

Fundamentalists in the cryptocurrency markets

Applied Economics Letters, 2022
Po-Keng Cheng, Chinho Lin
openaire   +1 more source

Is idiosyncratic volatility priced in cryptocurrency markets?

Research in International Business and Finance, 2020
Yi Li
exaly  

Can cryptocurrency, mobile phones, and internet herald sustainable financial sector development in emerging markets?

Journal of Transnational Management, 2019
Olaniyi Evans, Olusegun Vincent
exaly  

The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty

Energy Economics, 2023
exaly  

Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science

Physica A: Statistical Mechanics and Its Applications

exaly  

The Cryptocurrency Market

openaire   +1 more source

The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers

International Review of Financial Analysis
Shigeyuki Hamori, Xie He
exaly