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A preliminary assessment of the performance of DeFi cryptocurrencies in relation to other financial assets, volatility, and user-generated content
16 references·8 citing·49 second hop
A preliminary assessment of the performance of DeFi cryptocurrencies in relation to other financial assets, volatility, and user-generated content (2022)A preliminary assessment of the performan…The influence of investor sentiment on the green bond market (2020)The influence of investor sen…Digital Tulips? Returns to investors in initial coin offerings (2020)Digital Tulips? Returns to in…Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Crude oil price and cryptocur…Investigating volatility transmission and hedging properties between Bitcoin and Ethereum (2019)Investigating volatility tran…Information interdependence among energy, cryptocurrency and major commodity markets (2019)Information interdependence a…Cryptocurrencies and stock market indices. Are they related? (2019)Cryptocurrencies and stock ma…Bitcoin volatility, stock market and investor sentiment. Are they connected? (2019)Bitcoin volatility, stock mar…The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks (2018)The economic value of Bitcoin…Initial Coin Offerings and the Value of Crypto Tokens (2018)Initial Coin Offerings and th…How Does Social Media Impact Bitcoin Value? A Test of the Silent Majority Hypothesis (2018)How Does Social Media Impact …Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Relationships Between Implied Volatility Indexes and Stock Index Returns (2005)Relationships Between Implied…The Investor Fear Gauge (2000)The Investor Fear GaugeIdentifying failing companies: a re-evaluation of the logit, probit and DA approaches (1999)Identifying failing companies…What drives the return and volatility spillover between DeFis and cryptocurrencies? (2024)What drives the return and vo…Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis (2024)Spillover dynamics in DeFi, G…Re-intermediation of the crypto asset ecosystem by banks: An empirical study on acceptance drivers among the populace (2024)Re-intermediation of the cryp…Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach (2024)Dynamic spillovers between le…Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets? (2024)Can gold-backed cryptocurrenc…Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments (2023)Time-varying asymmetric spill…Impact of social metrics in decentralized finance (2023)Impact of social metrics in d…Frequency connectedness between DeFi and cryptocurrency markets (2023)Frequency connectedness betwe…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Model Specification and Risk Premia: Evidence from Futures Options (2007)The VIX, the variance premium and stock market volatility (2014)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)An Intertemporal Capital Asset Pricing Model (1973)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)A behavioral explanation for the negative asymmetric return–volatility relation (2008)U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis (2012)Modeling and predicting the CBOE market volatility index (2013)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Determinants of corporate borrowing (1977)Investment Under Uncertainty. 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An international perspective from the COVID-19 pandemic (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)Asset pricing with liquidity risk (2005)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis (2023)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)Investment banking, reputation, and the underpricing of initial public offerings (1986)Why new issues are underpriced (1986)The Long‐Run Performance of initial Public Offerings (1991)Entrepreneurial Finance and Moral Hazard: Evidence from Token Offerings (2019)Common Risk Factors in Cryptocurrency (2022)The Inefficiency of Bitcoin (2016)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)
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References

  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2000The Investor Fear Gauge1,097 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2005Relationships Between Implied Volatility Indexes and Stock Index Returns432 cited
  • 2018How Does Social Media Impact Bitcoin Value? A Test of the Silent Majority Hypothesis390 cited
  • 1999Identifying failing companies: a re-evaluation of the logit, probit and DA approaches386 cited
  • 2020Digital Tulips? Returns to investors in initial coin offerings303 cited
  • 2019Information interdependence among energy, cryptocurrency and major commodity markets303 cited
  • 2019Cryptocurrencies and stock market indices. Are they related?289 cited
  • 2018Initial Coin Offerings and the Value of Crypto Tokens251 cited
  • 2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy243 cited
  • 2020The influence of investor sentiment on the green bond market233 cited
  • 2018The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks225 cited

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2019
Bitcoin volatility, stock market and investor sentiment. Are they connected?
221 cited
  • 2019Investigating volatility transmission and hedging properties between Bitcoin and Ethereum200 cited
  • Cited by

    • 2023Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments63 cited
    • 2023Frequency connectedness between DeFi and cryptocurrency markets47 cited
    • 2024Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis43 cited
    • 2024Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets?30 cited
    • 2023Impact of social metrics in decentralized finance28 cited
    • 2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach27 cited
    • 2024What drives the return and volatility spillover between DeFis and cryptocurrencies?24 cited
    • 2024Re-intermediation of the crypto asset ecosystem by banks: An empirical study on acceptance drivers among the populace12 cited