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Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets
7 references·9 citing·28 second hop
Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets (2021)Tethered, or Untethered? On the interplay…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Macroeconomics and Reality (1980)Macroeconomics and RealityExtremely stablecoins (2024)Extremely stablecoinsDynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach (2024)Dynamic spillovers between le…Developing a digital currency adoption scale: A validity and reliability study (2024)Developing a digital currency…Break a peg! A study of stablecoin co-instability (2024)Break a peg! A study of stabl…Spillovers between cryptocurrencies, gold and stock markets: implication for hedging strategies and portfolio diversification under the COVID-19 pandemic (2023)Spillovers between cryptocurr…Infusing Blockchain in accounting curricula and practice: expectations, challenges, and strategies (2023)Infusing Blockchain in accoun…Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach (2023)Extreme spillovers between in…Volatility Co-Movement between Bitcoin and Stablecoins: BEKK–GARCH and Copula–DCC–GARCH Approaches (2022)Volatility Co-Movement betwee…Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics (2022)Roles of stable versus nonsta…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Modeling Asymmetric Comovements of Asset Returns (1998)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Digital Money Options for the BRICS (2023)Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach (2023)Is Bitcoin ready to be a widespread payment method? Using price volatility and setting strategies for merchants (2024)Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras (2024)Interconnectedness among cryptocurrencies and financial markets: a systematic literature review (2025)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited

Cited by

  • 2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach32 cited
  • 2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach27 cited
  • 2022Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics27 cited
  • 2023Spillovers between cryptocurrencies, gold and stock markets: implication for hedging strategies and portfolio diversification under the COVID-19 pandemic25 cited
  • 2024Break a peg! A study of stablecoin co-instability24 cited
  • 2024Extremely stablecoins18 cited
  • 2022Volatility Co-Movement between Bitcoin and Stablecoins: BEKK–GARCH and Copula–DCC–GARCH Approaches

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18 cited
  • 2023Infusing Blockchain in accounting curricula and practice: expectations, challenges, and strategies13 cited
  • 2024Developing a digital currency adoption scale: A validity and reliability study6 cited