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ARE STOCK MARKETS AND CRYPTOCURRENCIES CONNECTED?
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ARE STOCK MARKETS AND CRYPTOCURRENCIES CONNECTED? (2020)ARE STOCK MARKETS AND CRYPTOCURRENCIES CO…Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks (2020)Fancy Bitcoin and conventiona…The relationship between Bitcoin returns and trade policy uncertainty (2019)The relationship between Bitc…Do cryptocurrencies and traditional asset classes influence each other? (2019)Do cryptocurrencies and tradi…Cryptocurrencies and stock market indices. Are they related? (2019)Cryptocurrencies and stock ma…Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Volatility connectedness in t…The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average (2018)The inefficiency of cryptocur…The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test (2018)The causal relationship betwe…Spillovers between Bitcoin and other assets during bear and bull markets (2018)Spillovers between Bitcoin an…Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Effects of the geopolitical r…Dynamic connectedness and integration in cryptocurrency markets (2018)Dynamic connectedness and int…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Are cryptocurrencies connected to forex? A quantile cross-spectral approach (2018)Are cryptocurrencies connecte…The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression (2017)The best of two worlds: Forec…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Cryptocurrency: A New Investment Opportunity? (2017)Cryptocurrency: A New Investm…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Spillover dynamics of digital assets during economic and political crises (2025)Spillover dynamics of digital…Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak (2024)Connectedness and frequency c…Stock market volatility: a systematic review (2023)Stock market volatility: a sy…Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach (2023)Is the cryptocurrency market …Determinants of central bank digital currency adoption – a study of 85 countries (2023)Determinants of central bank …Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications (2022)Time–frequency return co-move…Is it possible to establish the link between drug busts and the cryptocurrency market? Yes, we can (2022)Is it possible to establish t…Investment in Virtual Digital Assets Vis-A-Vis Equity Stock and Commodity: A Post-Covid Volatility Analysis (2022)Investment in Virtual Digital…Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models (2022)Contagion effect of cryptocur…Influence difference main path analysis: Evidence from DNA and blockchain domain citation networks (2021)Influence difference main pat…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Dynamic Conditional Correlation (2002)Volatility co-movement between Bitcoin and Ether (2018)High frequency volatility co-movements in cryptocurrency markets (2019)A systematic literature review of investor behavior in the cryptocurrency markets (2023)Correlations in Price Changes and Volatility across International Stock Markets (1990)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)Oil prices, US stock return, and the dependence between their quantiles (2015)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Measuring Economic Policy Uncertainty* (2016)Herding behaviour in cryptocurrencies (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Information interdependence among energy, cryptocurrency and major commodity markets (2019)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Cryptocurrency forecasting with deep learning chaotic neural networks (2018)Quantile connectedness in the cryptocurrency market (2021)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach (2019)Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)The cryptocurrency uncertainty index (2021)Impulse response analysis in nonlinear multivariate models (1996)Stock markets and the COVID-19 fractal contagion effects (2020)Cryptocurrency trading: a comprehensive survey (2022)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistics for Long-Memory Processes. (1996)A systematic review of the bubble dynamics of cryptocurrency prices (2020)Diversifying equity with cryptocurrencies during COVID-19 (2021)Does Sentiment Impact Cryptocurrency? (2021)Predicting the direction, maximum, minimum and closing prices of daily Bitcoin exchange rate using machine learning techniques (2018)Prediction of the price of Ethereum blockchain cryptocurrency in an industrial finance system (2019)A Deep Learning-based Cryptocurrency Price Prediction Scheme for Financial Institutions (2020)
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References

  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2018Dynamic connectedness and integration in cryptocurrency markets627 cited
  • 2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?436 cited
  • 2018Effects of the geopolitical risks on Bitcoin returns and volatility399 cited
  • 2017Cryptocurrency: A New Investment Opportunity?348 cited
  • 2018Spillovers between Bitcoin and other assets during bear and bull markets308 cited
  • 2019Cryptocurrencies and stock market indices. Are they related?289 cited
  • 2017The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression257 cited
  • 2018The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test226 cited
  • 2019Do cryptocurrencies and traditional asset classes influence each other?217 cited
  • 2018Are cryptocurrencies connected to forex? A quantile cross-spectral approach182 cited
  • 2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks

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173 cited
  • 2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average167 cited
  • 2019The relationship between Bitcoin returns and trade policy uncertainty141 cited
  • Cited by

    • 2023Stock market volatility: a systematic review86 cited
    • 2024Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak66 cited
    • 2022Investment in Virtual Digital Assets Vis-A-Vis Equity Stock and Commodity: A Post-Covid Volatility Analysis37 cited
    • 2022Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications35 cited
    • 2022Is it possible to establish the link between drug busts and the cryptocurrency market? Yes, we can30 cited
    • 2022Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models30 cited
    • 2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach27 cited
    • 2025Spillover dynamics of digital assets during economic and political crises22 cited
    • 2021Influence difference main path analysis: Evidence from DNA and blockchain domain citation networks21 cited
    • 2023Determinants of central bank digital currency adoption – a study of 85 countries20 cited