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Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
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  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 2017Some stylized facts of the Bitcoin market449 cited
  • 2021Fintech investments in European banks: a hybrid IT2 fuzzy multidimensional decision-making approach394 cited
  • 2020Bankruptcy prediction for SMEs using transactional data and two-stage multiobjective feature selection381 cited
  • 2018Asymmetric Volatility in Cryptocurrencies372 cited
  • 2018Liquidity and market efficiency in cryptocurrencies360 cited
  • 2017Price clustering in Bitcoin355 cited
  • 2017Price dynamics and speculative trading in bitcoin324 cited
  • 2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis306 cited

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  • 2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis305 cited
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    • 2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic53 cited
    • 2024Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network38 cited
    • 2024Cryptocurrency volatility: A review, synthesis, and research agenda38 cited
    • 2024The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models30 cited
    • 2024Social isolation and risk-taking behavior: The case of COVID-19 and cryptocurrency11 cited