SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The correlation strength of the most important cryptocurrencies in the bull and bear market
13 references·0 citing·49 second hopsampled
The correlation strength of the most important cryptocurrencies in the bull and bear market (2020)The correlation strength of the most impo…Do FEARS drive Bitcoin? (2020)Do FEARS drive Bitcoin?The drivers of Bitcoin demand: A short and long-run analysis (2019)The drivers of Bitcoin demand…Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data (2019)Lead-Lag relationship between…High frequency volatility co-movements in cryptocurrency markets (2019)High frequency volatility co-…Efficiency in the markets of crypto-currencies (2019)Efficiency in the markets of …Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Cryptocurrency market contagi…Cryptocurrencies market efficiency ranking: Not so straightforward (2019)Cryptocurrencies market effic…An analysis of cryptocurrencies conditional cross correlations (2019)An analysis of cryptocurrenci…Persistence in the cryptocurrency market (2018)Persistence in the cryptocurr…How Does Social Media Impact Bitcoin Value? A Test of the Silent Majority Hypothesis (2018)How Does Social Media Impact …Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)Virtual relationships: Short-…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Qualitative Descriptors of Strength of Association and Effect Size (1996)Qualitative Descriptors of St…Meta-analysis in social research (1982)Statistical Methods for Meta-Analysis. (1986)Statistical Methods for Meta-Analysis (1988)Positive predictors of teacher effectiveness (2009)Risk Factors for Violence in Psychosis: Systematic Review and Meta-Regression Analysis of 110 Studies (2013)The Other Half of the Story: Effect Size Analysis in Quantitative Research (2013)The General Theory of Employment, Interest and Money. (1936)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Bounds testing approaches to the analysis of level relationships (2001)Herding in the cryptocurrency market: CSSD and CSAD approaches (2018)The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks (2018)ardl: Estimating autoregressive distributed lag and equilibrium correction models (2023)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Long-Term Memory in Stock Market Prices (1991)Cryptocurrencies and stock market indices. Are they related? (2019)Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Diffusion of Innovations 1 (2019)Decentralized Governance of Digital Platforms (2020)Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies (2020)Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution (2020)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: Evidence from the VAR-DCC-GARCH approach (2020)Investigating the relationship between volatilities of cryptocurrencies and other financial assets (2021)An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis (2022)Efficient Tests for an Autoregressive Unit Root (1996)Generalized impulse response analysis in linear multivariate models (1998)Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (2021)Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak (2022)Approximate entropy as a measure of system complexity. (1991)Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis (2019)Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 (2020)Speculation and lottery-like demand in cryptocurrency markets (2021)Multivariate Simultaneous Generalized ARCH (1995)Modeling Asymmetric Comovements of Asset Returns (1998)Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic (2020)Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)Illiquidity and stock returns: cross-section and time-series effects (2002)Asymmetric efficiency of cryptocurrencies during COVID19 (2020)Portfolio optimization in the era of digital financialization using cryptocurrencies (2020)Price explosiveness in cryptocurrencies and Elon Musk's tweets (2022)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 1996Qualitative Descriptors of Strength of Association and Effect Size937 cited
  • 2018How Does Social Media Impact Bitcoin Value? A Test of the Silent Majority Hypothesis390 cited
  • 2017Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets365 cited
  • 2018Persistence in the cryptocurrency market305 cited
  • 2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios291 cited
  • 2019High frequency volatility co-movements in cryptocurrency markets268 cited
  • 2019Efficiency in the markets of crypto-currencies190 cited
  • 2019An analysis of cryptocurrencies conditional cross correlations141 cited
  • 2019Cryptocurrencies market efficiency ranking: Not so straightforward98 cited
  • 2019Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data86 cited
  • 2020Do FEARS drive Bitcoin?84 cited
  • 2019The drivers of Bitcoin demand: A short and long-run analysis77 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work