IDEAS home Printed from https://ideas.repec.org/r/arx/papers/2009.10030.html
   My bibliography  Save this item

Complexity in economic and social systems: cryptocurrency market at around COVID-19

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Jaroonchokanan, Nawee & Termsaithong, Teerasit & Suwanna, Sujin, 2022. "Dynamics of hierarchical clustering in stocks market during financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
  2. Zięba, Damian, 2024. "If GPU(time) == money: Sustainable crypto-asset market? Analysis of similarity among crypto-asset financial time series," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 863-912.
  3. Zitis, Pavlos I. & Contoyiannis, Yiannis & Potirakis, Stelios M., 2022. "Critical dynamics related to a recent Bitcoin crash," International Review of Financial Analysis, Elsevier, vol. 84(C).
  4. Zhang, Pengcheng & Xu, Kunpeng & Qi, Jiayin, 2023. "The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 222-246.
  5. Nick James & Max Menzies, 2021. "Efficiency of communities and financial markets during the 2020 pandemic," Papers 2104.02318, arXiv.org, revised Jul 2021.
  6. Danai Likitratcharoen & Pan Chudasring & Chakrin Pinmanee & Karawan Wiwattanalamphong, 2023. "The Efficiency of Value-at-Risk Models during Extreme Market Stress in Cryptocurrencies," Sustainability, MDPI, vol. 15(5), pages 1-21, March.
  7. Balcilar, Mehmet & Ozdemir, Huseyin & Agan, Busra, 2022. "Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  8. Arouxet, M. Belén & Bariviera, Aurelio F. & Pastor, Verónica E. & Vampa, Victoria, 2022. "Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 596(C).
  9. Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z, 2021. "Financial Return Distributions: Past, Present, and COVID-19," Papers 2107.06659, arXiv.org.
  10. David E. Allen, 2022. "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, vol. 15(3), pages 1-25, February.
  11. James, Nick & Menzies, Max & Gottwald, Georg A., 2022. "On financial market correlation structures and diversification benefits across and within equity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  12. Dmitry V. Boguslavsky & Natalia P. Sharova & Konstantin S. Sharov, 2021. "Cryptocurrency as Epidemiologically Safe Means of Transactions: Diminishing Risk of SARS-CoV-2 Spread," Mathematics, MDPI, vol. 9(24), pages 1-19, December.
  13. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
  14. Evrim Mandaci, Pinar & Cagli, Efe Caglar, 2022. "Herding intensity and volatility in cryptocurrency markets during the COVID-19," Finance Research Letters, Elsevier, vol. 46(PB).
  15. Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z, 2022. "Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time," Papers 2208.01445, arXiv.org.
  16. Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Marcin Wk{a}torek, 2023. "What is mature and what is still emerging in the cryptocurrency market?," Papers 2305.05751, arXiv.org.
  17. Kakinaka, Shinji & Umeno, Ken, 2022. "Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach," Finance Research Letters, Elsevier, vol. 46(PA).
  18. Ana Fern'andez Vilas & Rebeca P. D'iaz Redondo & Daniel Couto Cancela & Alejandro Torrado Pazos, 2023. "Interplay between Cryptocurrency Transactions and Online Financial Forums," Papers 2401.10238, arXiv.org.
  19. Nidhal Mgadmi & Azza Béjaoui & Wajdi Moussa, 2023. "Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 457-473, September.
  20. Luis Lorenzo & Javier Arroyo, 2022. "Analysis of the cryptocurrency market using different prototype-based clustering techniques," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-46, December.
  21. Marcin Wątorek & Jarosław Kwapień & Stanisław Drożdż, 2022. "Multifractal Cross-Correlations of Bitcoin and Ether Trading Characteristics in the Post-COVID-19 Time," Future Internet, MDPI, vol. 14(7), pages 1-15, July.
  22. James, Nick & Menzies, Max, 2022. "Global and regional changes in carbon dioxide emissions: 1970–2019," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
  23. Nick James & Max Menzies, 2023. "Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies," Papers 2304.08902, arXiv.org, revised Jun 2023.
  24. Jaros{l}aw Kwapie'n & Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z, 2021. "Cryptocurrency Market Consolidation in 2020--2021," Papers 2112.06552, arXiv.org.
  25. Katsiampa, Paraskevi & Yarovaya, Larisa & Zięba, Damian, 2022. "High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  26. Nguyen, An Pham Ngoc & Mai, Tai Tan & Bezbradica, Marija & Crane, Martin, 2023. "Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 632(P1).
  27. Lin Li, 2023. "Investigating risk assessment in post-pandemic household cryptocurrency investments: an explainable machine learning approach," Journal of Asset Management, Palgrave Macmillan, vol. 24(4), pages 255-267, July.
  28. James, Nick, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
  29. Juan Antonio Galán-Gutiérrez & Rodrigo Martín-García, 2022. "Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic," Mathematics, MDPI, vol. 10(4), pages 1-23, February.
  30. Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z, 2023. "Cryptocurrencies Are Becoming Part of the World Global Financial Market," Papers 2303.00495, arXiv.org.
  31. Dora Almeida & Andreia Dionísio & Paulo Ferreira & Isabel Vieira, 2023. "Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis," FinTech, MDPI, vol. 2(2), pages 1-17, May.
  32. Wang, Jian & Jiang, Wenjing & Wu, Xinpei & Yang, Mengdie & Shao, Wei, 2023. "Role of vaccine in fighting the variants of COVID-19," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
  33. James, Nick & Menzies, Max & Chok, James & Milner, Aaron & Milner, Cas, 2023. "Geometric persistence and distributional trends in worldwide terrorism," Chaos, Solitons & Fractals, Elsevier, vol. 169(C).
  34. Ana Fernández Vilas & Rebeca P. Díaz Redondo & Daniel Couto Cancela & Alejandro Torrado Pazos, 2021. "Interplay between Cryptocurrency Transactions and Online Financial Forums," Mathematics, MDPI, vol. 9(4), pages 1-22, February.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.