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CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONS
16 references·2 citing·30 second hop
CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONS (2019)CRYPTOCURRENCIES IN FINANCE: REVIEW AND A…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Digital Finance and FinTech: current research and future research directions (2017)Digital Finance and FinTech: …Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A test for independence based on the correlation dimension (1996)A test for independence based…Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach (2023)Is the cryptocurrency market …Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review (2022)Portfolio Diversification, He…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Econometric Analysis of Cross Section and Panel Data (2001)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
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  • 2017

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Digital Finance and FinTech: current research and future research directions
1,736 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • Cited by

    • 2022Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review78 cited
    • 2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach27 cited