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The destabilising effects of cryptocurrency cybercriminality
11 references·16 citing·47 second hop
The destabilising effects of cryptocurrency cybercriminality (2019)The destabilising effects of cryptocurren…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Bitcoin Futures—What use are they? 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(2022)Can cryptocurrencies provide …Behavior or culture? Investigating the use of cryptocurrencies for electronic commerce across the USA and China (2022)Behavior or culture? Investig…Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China (2021)Is Bitcoin a better portfolio…High-frequency return and volatility spillovers among cryptocurrencies (2021)High-frequency return and vol…Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market (2021)Herding on Fundamental/Nonfun…Forecasting mid-price movement of Bitcoin futures using machine learning (2021)Forecasting mid-price movemen…Adaptive calendar effects and volume of extra returns in the cryptocurrency market (2021)Adaptive calendar effects and…The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation (2020)The differential impact of co…MAX Momentum in Cryptocurrency Markets (2020)MAX Momentum in Cryptocurrenc…Causal relationship among cryptocurrencies: A conditional quantile approach (2020)Causal relationship among cry…Bitcoin-energy markets interrelationships - New evidence (2020)Bitcoin-energy markets interr…Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market (2020)Asymmetric nexus between COVI…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)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A PANIC Attack on Unit Roots and Cointegration (2004)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Cointegration and Tests of Present Value Models (1987)Inferring Trade Direction from Intraday Data (1991)Market microstructure: A survey (2000)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2018)Regime changes in Bitcoin GARCH volatility dynamics (2018)High frequency volatility co-movements in cryptocurrency markets (2019)Fractional Differencing (1981)Modelling Financial Time Series (2007)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019)Contagious Currency Crises (1996)Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Contagion and Trade: Why Are Currency Crises Regional? (1998)Financial market integration in Europe: on the effects of EMU on stock markets (2002)Empirical modelling of contagion: a review of methodologies (2005)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited
  • 2017GARCH Modelling of Cryptocurrencies356 cited
  • 2017A new look at Cryptocurrencies344 cited
  • 2018Bitcoin Futures—What use are they?258 cited

Cited by

  • 2020Bitcoin-energy markets interrelationships - New evidence195 cited
  • 2020Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market181 cited
  • 2021Forecasting mid-price movement of Bitcoin futures using machine learning84 cited
  • 2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China82 cited

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  • 2021High-frequency return and volatility spillovers among cryptocurrencies61 cited
  • 2020MAX Momentum in Cryptocurrency Markets59 cited
  • 2020The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation57 cited
  • 2022Behavior or culture? Investigating the use of cryptocurrencies for electronic commerce across the USA and China41 cited
  • 2021Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market41 cited
  • 2020Causal relationship among cryptocurrencies: A conditional quantile approach31 cited
  • 2022The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters27 cited
  • 2022The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter27 cited
  • 2023Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures25 cited
  • 2021Adaptive calendar effects and volume of extra returns in the cryptocurrency market22 cited
  • 2022Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?21 cited
  • 2023Developing central bank digital currencies: a reality check during cryptocurrency euphoria17 cited