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Returns and volume: Frequency connectedness in cryptocurrency markets

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  1. Pham, Linh & Huynh, Toan Luu Duc & Hanif, Waqas, 2023. "Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments," Global Finance Journal, Elsevier, vol. 58(C).
  2. Mohamed Shaker Ahmed & Elie Bouri, 2023. "Long memory and structural breaks of cryptocurrencies trading volume," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 469-497, December.
  3. Jinxin Cui & Aktham Maghyereh, 2022. "Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
  4. Goswami, Mangal & Pontines, Victor & Mohammed, Yassier, 2023. "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," International Review of Financial Analysis, Elsevier, vol. 89(C).
  5. Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024. "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, vol. 135(C).
  6. U, Tony Sio-Chong & Lin, Yongjia & Wang, Yizhi, 2024. "The impact of the Russia–Ukraine war on volatility spillovers," International Review of Financial Analysis, Elsevier, vol. 93(C).
  7. Adeyinka Adediran & Bola Babajide & Nataliia Osina, 2023. "Exploring the nexus between price and volume changes in the cryptocurrency market," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 498-512, October.
  8. Yousaf, Imran & Yarovaya, Larisa, 2022. "The relationship between trading volume, volatility and returns of Non-Fungible Tokens: evidence from a quantile approach," Finance Research Letters, Elsevier, vol. 50(C).
  9. 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.
  10. Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2023. "An analysis of the return–volume relationship in decentralised finance (DeFi)," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 236-254.
  11. Salim Lahmiri, 2024. "Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-12, December.
  12. Joubert, Thomas H.A., 2024. "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  13. Sood, Kirti & Singh, Simarjeet & Behl, Abhishek & Sindhwani, Rahul & Kaur, Sandeepa & Pereira, Vijay, 2023. "Identification and prioritization of the risks in the mass adoption of artificial intelligence-driven stable coins: The quest for optimal resource utilization," Resources Policy, Elsevier, vol. 81(C).
  14. Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Xuan Vinh Vo, 2022. "Liquidity connectedness in cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-25, December.
  15. 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).
  16. Waqas Hanif & Hee-Un Ko & Linh Pham & Sang Hoon Kang, 2023. "Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-40, December.
  17. Kumar, Ashish & Iqbal, Najaf & Mitra, Subrata Kumar & Kristoufek, Ladislav & Bouri, Elie, 2022. "Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  18. Bajra, Ujkan Q. & Aliu, Florin, 2023. "Deciphering the cryptocurrency conundrum: Investigating speculative characteristics and volatility," Finance Research Letters, Elsevier, vol. 58(PC).
  19. Almeida, José & Gonçalves, Tiago Cruz, 2023. "A systematic literature review of investor behavior in the cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  20. Patra, Saswat, 2024. "An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting," International Review of Economics & Finance, Elsevier, vol. 94(C).
  21. Chowdhury, Md Iftekhar Hasan & Hasan, Mudassar & Bouri, Elie & Tang, Yayan, 2024. "Emotional spillovers in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
  22. Bojaj, Martin M. & Muhadinovic, Milica & Bracanovic, Andrej & Mihailovic, Andrej & Radulovic, Mladen & Jolicic, Ivan & Milosevic, Igor & Milacic, Veselin, 2022. "Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach," Economic Modelling, Elsevier, vol. 109(C).
  23. Chowdhury, Md Shahedur R. & Damianov, Damian S. & Elsayed, Ahmed H., 2022. "Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?," Finance Research Letters, Elsevier, vol. 46(PB).
  24. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Wanas Al-Jarrah, Idries Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 96-113.
  25. Rubbaniy, Ghulame & Polyzos, Stathis & Rizvi, Syed Kumail Abbas & Tessema, Abiot, 2021. "COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index," Economics Letters, Elsevier, vol. 207(C).
  26. Cui, Tianxiang & Ding, Shusheng & Jin, Huan & Zhang, Yongmin, 2023. "Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach," Economic Modelling, Elsevier, vol. 119(C).
  27. Wang, Zhenxin & Wang, Shaoping & Yan, Yayi & Xia, Yingcun, 2025. "Examining Chinese volume–volatility nexus: A regime-switching perspective," Economic Modelling, Elsevier, vol. 144(C).
  28. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2022. "When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
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