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Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data
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Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data (2022)Good versus bad information transmission …Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…Some simple bitcoin economics (2019)Some simple bitcoin economicsVolatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Volatility connectedness in t…Trading and Arbitrage in Cryptocurrency Markets (2018)Trading and Arbitrage in Cryp…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Dynamic connectedness and integration in cryptocurrency markets (2018)Dynamic connectedness and int…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers (2015)Asymmetric connectedness on t…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Does Anything Beat 5-Minute R…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine (2023)Spillovers between green and …Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets (2023)Sailing across climate-friend…Macro-financial implications of central bank digital currencies (2023)Macro-financial implications …BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing (2023)BeFi meets DeFi: A behavioral…Assessing linkages between alternative energy markets and cryptocurrencies (2023)Assessing linkages between al…Macroeconomics and Reality (1980)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)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Correlations in Price Changes and Volatility across International Stock Markets (1990)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach (2018)Common Risk Factors in Cryptocurrency (2022)Cryptocurrency trading: a comprehensive survey (2022)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)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)COVID-19 and finance: Agendas for future research (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)SRISK: A conditional capital shortfall measure of systemic risk (2017)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2018Trading and Arbitrage in Cryptocurrency Markets903 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 2012Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes629 cited
  • 2018Dynamic connectedness and integration in cryptocurrency markets627 cited
  • 2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic603 cited
  • 2015Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers459 cited

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  • 2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?436 cited
  • 2019Some simple bitcoin economics418 cited
  • Cited by

    • 2023Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine98 cited
    • 2023Assessing linkages between alternative energy markets and cryptocurrencies78 cited
    • 2023Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets42 cited
    • 2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing39 cited
    • 2023Macro-financial implications of central bank digital currencies23 cited