Non-linearities, cyber attacks and cryptocurrencies
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DOI: 10.1016/j.frl.2019.09.012
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- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2019. "Non-Linearities, Cyber Attacks and Cryptocurrencies," CESifo Working Paper Series 7692, CESifo.
References listed on IDEAS
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Cited by:
- Lars Hornuf & Paul P. Momtaz & Rachel J. Nam & Ye Yuan, 2023. "Cybercrime on the Ethereum Blockchain," CESifo Working Paper Series 10598, CESifo.
- Mircea Constantin Șcheau & Simona Liliana Crăciunescu & Iulia Brici & Monica Violeta Achim, 2020. "A Cryptocurrency Spectrum Short Analysis," JRFM, MDPI, vol. 13(8), pages 1-16, August.
- Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
- Raza, Syed Ali & Shah, Nida & Guesmi, Khaled & Msolli, Badreddine, 2022. "How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques," Finance Research Letters, Elsevier, vol. 47(PA).
- Martin Eling & Kwangmin Jung, 2022. "Heterogeneity in cyber loss severity and its impact on cyber risk measurement," Risk Management, Palgrave Macmillan, vol. 24(4), pages 273-297, December.
- Kazeem Abimbola Sanusi & Zandri Dickason-Koekemoer, 2022. "Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 52-64, November.
- Liu, Shiang & Yang, Changyu, 2024. "Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization," Finance Research Letters, Elsevier, vol. 69(PB).
- Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024. "Bitcoin forks: What drives the branches?," Research in International Business and Finance, Elsevier, vol. 69(C).
- Peterson K. Ozili, 2023.
"Central Bank Digital Currency Can Lead to the Collapse of Cryptocurrency,"
Contemporary Studies in Economic and Financial Analysis, in: Digital Transformation, Strategic Resilience, Cyber Security and Risk Management, volume 111, pages 191-198,
Emerald Group Publishing Limited.
- Ozili, Peterson K, 2021. "Central bank digital currency can lead to the collapse of cryptocurrency," MPRA Paper 111218, University Library of Munich, Germany.
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber-Attacks, Cryptocurrencies, and Cyber Security," CESifo Working Paper Series 8124, CESifo.
- Yousaf, Imran & Goodell, John W., 2023. "Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT," Finance Research Letters, Elsevier, vol. 54(C).
- Figà-Talamanca, Gianna & Focardi, Sergio & Patacca, Marco, 2021. "Regime switches and commonalities of the cryptocurrencies asset class," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Costantini, Mauro & Maaitah, Ahmad & Mishra, Tapas & Sousa, Ricardo M., 2023. "Bitcoin market networks and cyberattacks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
- Goodell, John W., 2020. "COVID-19 and finance: Agendas for future research," Finance Research Letters, Elsevier, vol. 35(C).
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- Corbet, Shaen & Larkin, Charles & Lucey, Brian, 2020. "The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies," Finance Research Letters, Elsevier, vol. 35(C).
- Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2021.
"Cyber-attacks, spillovers and contagion in the cryptocurrency markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets," CESifo Working Paper Series 8324, CESifo.
- Imran Yousaf & Shoaib Ali & Elie Bouri & Anupam Dutta, 2021. "Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market," SAGE Open, , vol. 11(3), pages 21582440211, July.
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More about this item
Keywords
Cryptocurrencies; Cyber attacks; Regime switching;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- G1 - Financial Economics - - General Financial Markets
Statistics
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