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Return and volatility spillovers among cryptocurrencies

Citations

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Cited by:

  1. Matkovskyy, Roman & Jalan, Akanksha & Dowling, Michael, 2020. "Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 150-155.
  2. Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022. "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  3. Martin Waltz & Abhay Kumar Singh & Ostap Okhrin, 2022. "Vulnerability-CoVaR: investigating the crypto-market," Quantitative Finance, Taylor & Francis Journals, vol. 22(9), pages 1731-1745, September.
  4. Imran Yousaf & Shoaib Ali, 2020. "Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-18, December.
  5. Okorie, David Iheke & Lin, Boqiang, 2022. "Givers never lack: Nigerian oil & gas asymmetric network analyses," Energy Economics, Elsevier, vol. 108(C).
  6. Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020. "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 333-355.
  7. Lee, Kangsan & Jeong, Daeyoung, 2023. "Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies," Journal of International Money and Finance, Elsevier, vol. 133(C).
  8. Lee A. Smales, 2021. "Volatility Spillovers among Cryptocurrencies," JRFM, MDPI, vol. 14(10), pages 1-12, October.
  9. Będowska-Sójka, Barbara & Górka, Joanna & Hemmings, Danial & Zaremba, Adam, 2024. "Uncertainty and cryptocurrency returns: A lesson from turbulent times," International Review of Financial Analysis, Elsevier, vol. 94(C).
  10. Jahanshahloo, Hossein & Corbet, Shaen & Oxley, Les, 2022. "Seeking sigma: Time-of-the-day effects on the Bitcoin network," Finance Research Letters, Elsevier, vol. 49(C).
  11. Kyriazis, Nikolaos A. & Papadamou, Stephanos & Tzeremes, Panayiotis, 2023. "Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?," Economic Modelling, Elsevier, vol. 128(C).
  12. Ivan Letteri, 2025. "A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books," Papers 2507.14960, arXiv.org.
  13. Bouri, Elie & Lucey, Brian & Roubaud, David, 2020. "The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages," Finance Research Letters, Elsevier, vol. 33(C).
  14. Lennart Ante, 2022. "The Non-Fungible Token (NFT) Market and Its Relationship with Bitcoin and Ethereum," FinTech, MDPI, vol. 1(3), pages 1-9, June.
  15. Kyriazis, Nikolaos & Corbet, Shaen, 2024. "Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach," Energy Economics, Elsevier, vol. 131(C).
  16. Singh, Amanjot, 2021. "Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia," Economic Modelling, Elsevier, vol. 97(C), pages 45-57.
  17. rao, amar & Dagar, Vishal & dagher, leila & Shobande, Olatunji, 2024. "Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness," MPRA Paper 120582, University Library of Munich, Germany.
  18. Aktham Maghyereh & Salem Adel Ziadat, 2024. "Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-34, December.
  19. Gunay, Samet & Goodell, John W. & Muhammed, Shahnawaz & Kirimhan, Destan, 2023. "Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment," International Review of Financial Analysis, Elsevier, vol. 90(C).
  20. Umar, Zaghum & Trabelsi, Nader & Alqahtani, Faisal, 2021. "Connectedness between cryptocurrency and technology sectors: International evidence," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 910-922.
  21. Wafa Masmoudi Kammoun, 2026. "Return and volatility spillover drivers among conventional cryptocurrencies," Digital Finance, Springer, vol. 8(1), pages 1-39, March.
  22. Meiyu Wu & Li Wang & Haijun Yang, 2024. "Heterogeneity in the volatility spillover of cryptocurrencies and exchanges," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-46, December.
  23. Kun Guo & Yuxin Kang & Qiang Ji & Dayong Zhang, 2024. "Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-39, December.
  24. 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).
  25. Tian, Shu & Zhao, Bo & Olivares, Resi Ong, 2023. "Cybersecurity risks and central banks’ sentiment on central bank digital currency: Evidence from global cyberattacks," Finance Research Letters, Elsevier, vol. 53(C).
  26. Etienne Harb & Charbel Bassil & Talie Kassamany & Roland Baz, 2024. "Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 951-981, March.
  27. Zięba, Damian & Kokoszczyński, Ryszard & Śledziewska, Katarzyna, 2019. "Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 102-125.
  28. Elie Bouri & Mahdi Ghaemi Asl & Sahar Darehshiri & David Gabauer, 2024. "Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-26, December.
  29. Yin, Wei & Wu, Fan & Zhou, Peng & Kirkulak-Uludag, Berna, 2025. "Exploring resilience in the cryptocurrency market: Risk transmission and network robustness," International Review of Financial Analysis, Elsevier, vol. 106(C).
  30. Amro Saleem Alamaren & Korhan K. Gokmenoglu & Nigar Taspinar, 2026. "Volatility spillover and connectedness among US renewable energy, green bonds, and cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-30, December.
  31. Ozdemir, Huseyin & Ozdemir, Zeynel Abidin, 2021. "A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic," IZA Discussion Papers 14888, IZA Network @ LISER.
  32. Cao, Guangxi & Xie, Wenhao, 2022. "Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach," Finance Research Letters, Elsevier, vol. 49(C).
  33. María de la O González & Francisco Jareño & Frank S. Skinner, 2020. "Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns," Mathematics, MDPI, vol. 8(5), pages 1-22, May.
  34. Lin, Mei-Yin & An, Che-Lun, 2021. "The relationship between Bitcoin and resource commodity futures: Evidence from NARDL approach," Resources Policy, Elsevier, vol. 74(C).
  35. Syed Jawad Hussain Shahzad & Elie Bouri & Sang Hoon Kang & Tareq Saeed, 2021. "Regime specific spillover across cryptocurrencies and the role of COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
  36. Bouri, Elie & Vo, Xuan Vinh & Saeed, Tareq, 2021. "Return equicorrelation in the cryptocurrency market: Analysis and determinants," Finance Research Letters, Elsevier, vol. 38(C).
  37. Aspris, Angelo & Foley, Sean & Svec, Jiri & Wang, Leqi, 2021. "Decentralized exchanges: The “wild west” of cryptocurrency trading," International Review of Financial Analysis, Elsevier, vol. 77(C).
  38. Timothy King & Dimitrios Koutmos, 2025. "ESG crypto coins: speculative assets, or, the future of green money?," Review of Quantitative Finance and Accounting, Springer, vol. 65(2), pages 777-816, August.
  39. Thomas F. P. Wiesen & Lakshya Bharadwaj, 2023. "Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(20), pages 2873-2880, November.
  40. 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.
  41. Chenghao Liu & Aniket Mahanti & Ranesh Naha & Guanghao Wang & Erwann Sbai, 2025. "Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features," Papers 2508.15825, arXiv.org, revised Aug 2025.
  42. Galati, Luca & Perdichizzi, Salvatore, 2025. "From zero to hero: Memecoins’ spillover effects in cryptocurrency markets," Economics Letters, Elsevier, vol. 253(C).
  43. Zhao, Yingxiu & Goodell, John W. & Shen, Dehua, 2024. "Spillover effects according to classification of cryptocurrency," Finance Research Letters, Elsevier, vol. 65(C).
  44. Walid Mensi & Anoop S. Kumar & Hee-Un Ko & Sang Hoon Kang, 2024. "Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 507-538, June.
  45. Ji-Ying Fang & Wen-Sheng Wang, 2024. "The Impact of ESG on Corporate Financing Decisions Before and After Covid-19: Evidence from Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(4), pages 1-1.
  46. Abubakr Naeem, Muhammad & Iqbal, Najaf & Lucey, Brian M. & Karim, Sitara, 2022. "Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  47. 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).
  48. Chen, Yan & Zhang, Lei & Bouri, Elie, 2024. "Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis," Journal of International Money and Finance, Elsevier, vol. 145(C).
  49. Yu, Dejian & Sheng, Libo, 2021. "Influence difference main path analysis: Evidence from DNA and blockchain domain citation networks," Journal of Informetrics, Elsevier, vol. 15(4).
  50. Hu, Yang & Hou, Yang (Greg) & Oxley, Les & Corbet, Shaen, 2021. "Does blockchain patent-development influence Bitcoin risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
  51. Artee Bhadauria & Rohit Rajwanshi & Richa Agarwal, 2024. "The crypto-market bubble burst: identifying the risk factors that prohibit cryptocurrency investments," SN Business & Economics, Springer, vol. 4(5), pages 1-30, May.
  52. Mirzat Ullah, 2024. "Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(1), pages 110-135.
  53. Xu, Qiuhua & Zhang, Yixuan & Zhang, Ziyang, 2021. "Tail-risk spillovers in cryptocurrency markets," Finance Research Letters, Elsevier, vol. 38(C).
  54. Le, Thai Hong & Luu, Hiep Ngoc & Do, Dinh Dinh & Nguyen, Trung-Anh & Pham, Toan Canh, 2025. "On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
  55. Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Vo, Xuan Vinh & Nguyen, Thong Trung, 2020. "“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  56. Kudbeddin Şeker & Ethem Kiliç, 2026. "Bitcoin, U.S. stock markets, and volatility: the interaction of digital assets with traditional markets," Digital Finance, Springer, vol. 8(1), pages 1-25, March.
  57. Schuler, Katrin & Nadler, Matthias & Schär, Fabian, 2023. "Contagion and loss redistribution in crypto asset markets," Economics Letters, Elsevier, vol. 231(C).
  58. Nguyen, Thai Vu Hong & Nguyen, Binh Thanh & Nguyen, Kien Son & Pham, Huy, 2019. "Asymmetric monetary policy effects on cryptocurrency markets," Research in International Business and Finance, Elsevier, vol. 48(C), pages 335-339.
  59. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023. "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, vol. 118(C).
  60. Yu, Dejian & Pan, Tianxing, 2021. "Tracing the main path of interdisciplinary research considering citation preference: A case from blockchain domain," Journal of Informetrics, Elsevier, vol. 15(2).
  61. Apergis, Nicholas, 2023. "Realized higher-order moments spillovers across cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
  62. Amanjot Singh, 2022. "COVID‐19 and ESG preferences: Corporate bonds versus equities," International Review of Finance, International Review of Finance Ltd., vol. 22(2), pages 298-307, June.
  63. Apergis, Nicholas & Koutmos, Dimitrios & Payne, James E., 2021. "Convergence in cryptocurrency prices? the role of market microstructure," Finance Research Letters, Elsevier, vol. 40(C).
  64. Yousaf, Imran & Jareño, Francisco & Tolentino, Marta, 2023. "Connectedness between Defi assets and equity markets during COVID-19: A sector analysis," Technological Forecasting and Social Change, Elsevier, vol. 187(C).
  65. Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian, 2019. "High frequency volatility co-movements in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 35-52.
  66. Tomas Scagliarini & Giuseppe Pappalardo & Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda & Sebastiano Stramaglia, 2022. "Pairwise and high-order dependencies in the cryptocurrency trading network," Papers 2207.04004, arXiv.org.
  67. Bouri, Elie & Jalkh, Naji, 2023. "Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants," International Review of Financial Analysis, Elsevier, vol. 90(C).
  68. 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).
  69. BRIK, Hatem & El OUAKDI, Jihene & FTITI, Zied, 2022. "Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics," Research in International Business and Finance, Elsevier, vol. 62(C).
  70. 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.
  71. Klaudia Jarno & Hanna Kołodziejczyk, 2021. "Does the Design of Stablecoins Impact Their Volatility?," JRFM, MDPI, vol. 14(2), pages 1-14, January.
  72. Liu, Ruozhou & Wan, Shanfeng & Zhang, Zili & Zhao, Xuejun, 2020. "Is the introduction of futures responsible for the crash of Bitcoin?," Finance Research Letters, Elsevier, vol. 34(C).
  73. Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
  74. Toan Luu Duc Huynh & Muhammad Shahbaz & Muhammad Ali Nasir & Subhan Ullah, 2024. "Correction to: Financial modelling, risk management of energy instruments and the role of cryptocurrencies," Annals of Operations Research, Springer, vol. 332(1), pages 1273-1273, January.
  75. Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021. "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
  76. Wu, Gabriel Shui Tang & Leung, Pak Ho, 2023. "Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether," Economics Letters, Elsevier, vol. 229(C).
  77. Ha, Le Thanh & Nham, Nguyen Thi Hong, 2022. "An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
  78. Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 1-13.
  79. Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng, 2023. "A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 74(C).
  80. Wenjie Lan, 2024. "A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic," Papers 2412.19983, arXiv.org, revised May 2026.
  81. Aibai, Abuduwali & Julaiti, Jiansuer & Gou, Shangde, 2024. "The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises," Finance Research Letters, Elsevier, vol. 67(PA).
  82. Mobeen Ur Rehman & Neeraj Nautiyal & Xuan Vinh Vo & Muhammad Kashif & Sang Hoon Kang, 2026. "Quantile time-frequency connectedness and networks across cryptocurrency markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-35, December.
  83. Franco, João Pedro M. & Laurini, Márcio P., 2025. "Quantifying systemic risk in cryptocurrency markets: A high-frequency approach," International Review of Economics & Finance, Elsevier, vol. 102(C).
  84. Tsuji, Chikashi, 2020. "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, vol. 70(C).
  85. Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021. "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  86. Yuzhi Cai & Thanaset Chevapatrakul & Danilo V. Mascia, 2021. "How is price explosivity triggered in the cryptocurrency markets?," Annals of Operations Research, Springer, vol. 307(1), pages 37-51, December.
  87. Shahzad, Syed Jawad Hussain & Bouri, Elie & Ahmad, Tanveer & Naeem, Muhammad Abubakr, 2022. "Extreme tail network analysis of cryptocurrencies and trading strategies," Finance Research Letters, Elsevier, vol. 44(C).
  88. Luca Mungo & Silvia Bartolucci & Laura Alessandretti, 2023. "Cryptocurrency co-investment network: token returns reflect investment patterns," Papers 2301.02027, arXiv.org, revised Jan 2023.
  89. Shaen Corbet & John W. Goodell & Samet Gunay & Kerem Kaskaloglu, 2023. "Are DeFi tokens a separate asset class from conventional cryptocurrencies?," Annals of Operations Research, Springer, vol. 322(2), pages 609-630, March.
  90. Proelss, Juliane & Sévigny, Stéphane & Schweizer, Denis, 2023. "GameFi: The perfect symbiosis of blockchain, tokens, DeFi, and NFTs?," International Review of Financial Analysis, Elsevier, vol. 90(C).
  91. Thomas Günter Fischer & Christopher Krauss & Alexander Deinert, 2019. "Statistical Arbitrage in Cryptocurrency Markets," JRFM, MDPI, vol. 12(1), pages 1-15, February.
  92. Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025. "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers 202538, University of Pretoria, Department of Economics.
  93. Giannellis, Nikolaos, 2022. "Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model," Research in International Business and Finance, Elsevier, vol. 63(C).
  94. Jiang, Junhua & Piljak, Vanja & Tiwari, Aviral Kumar & Äijö, Janne, 2020. "Frequency volatility connectedness across different industries in China," Finance Research Letters, Elsevier, vol. 37(C).
  95. Ko, Hyungjin & Son, Bumho & Lee, Yunyoung & Jang, Huisu & Lee, Jaewook, 2022. "The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework," Finance Research Letters, Elsevier, vol. 47(PA).
  96. Moni, M. & Sreeraj, & Sankararaman, S., 2025. "Unveiling the interdependency of cryptocurrency and Indian stocks through wavelet and nonlinear time series analysis: An Econophysics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 670(C).
  97. Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E., 2019. "How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
  98. 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).
  99. Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024. "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
  100. M. Ben Osman & C. Urom & K. Guesmi & R. Benkraiem, 2024. "Economic sentiment and the cryptocurrency market in the post-COVID-19 era," Post-Print hal-04631232, HAL.
  101. 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).
  102. Qureshi, Saba & Aftab, Muhammad & Bouri, Elie & Saeed, Tareq, 2020. "Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
  103. Raza, Syed Ali & Khan, Komal Akram & Guesmi, Khaled & Benkraiem, Ramzi, 2023. "Uncertainty in the financial regulation policy and the boom of cryptocurrencies," Finance Research Letters, Elsevier, vol. 52(C).
  104. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023. "Predictability of crypto returns: The impact of trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
  105. Kayani, Umar & Ullah, Mirzat & Aysan, Ahmet Faruk & Nazir, Sidra & Frempong, Josephine, 2024. "Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
  106. 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).
  107. Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan, 2021. "On the stability of stablecoins," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 207-223.
  108. Mianmian Zhang & Bing Zhu & Ziyuan Li & Siyuan Jin & Yong Xia, 2024. "Relationships among return and liquidity of cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-30, December.
  109. Singh, Amanjot, 2020. "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, vol. 36(C).
  110. Jareño, Francisco & González, María de la O. & López, Raquel & Ramos, Ana Rosa, 2021. "Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic," Resources Policy, Elsevier, vol. 74(C).
  111. Yi Fang & Qirui Tang & Yanru Wang, 2024. "Geopolitical Risk and Cryptocurrency Market Volatility," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 60(14), pages 3254-3270, November.
  112. Wang, Jie & Liu, Tangyong & Pan, Na, 2023. "Analyzing quantile spillover effects among international financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  113. Bouri, Elie & Saeed, Tareq & Vo, Xuan Vinh & Roubaud, David, 2021. "Quantile connectedness in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
  114. Aiman Hairudin & Azhar Mohamad, 2024. "The isotropy of cryptocurrency volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3779-3810, July.
  115. Li, Chao & Yang, Haijun, 2022. "Will memecoins’ surge trigger a crypto crash? Evidence from the connectedness between leading cryptocurrencies and memecoins," Finance Research Letters, Elsevier, vol. 50(C).
  116. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 449-479.
  117. Matkovskyy, Roman & Jalan, Akanksha, 2019. "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Finance Research Letters, Elsevier, vol. 31(C), pages 93-97.
  118. Syed Jawad Hussain Shahzad & Elie Bouri & Tanveer Ahmad & Muhammad Abubakr Naeem, 2022. "Extreme tail network analysis of cryptocurrencies and trading strategies," Post-Print hal-05086285, HAL.
  119. Walid Mensi & Mobeen Ur Rehman & Muhammad Shafullah & Khamis Hamed Al‑Yahyaee & Ahmet Sensoy, 2021. "Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-1, December.
  120. Proelss, Juliane & Schweizer, Denis & Sévigny, Stéphane, 2025. "PolitiFi: Just another meme, or instrumental for winning elections?," Finance Research Letters, Elsevier, vol. 72(C).
  121. Nikolaos A. Kyriazis, 2019. "A Survey on Empirical Findings about Spillovers in Cryptocurrency Markets," JRFM, MDPI, vol. 12(4), pages 1-17, November.
  122. Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin, 2022. "An empirical study of risk diffusion in the cryptocurrency market based on the network analysis," Finance Research Letters, Elsevier, vol. 50(C).
  123. Hasan, Mudassar & Naeem, Muhammad Abubakr & Arif, Muhammad & Yarovaya, Larisa, 2021. "Higher moment connectedness in cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  124. Gao, Li & Shi, Yuan & Zheng, Yi, 2025. "Cryptocurrency exposure and the cost of debt," Finance Research Letters, Elsevier, vol. 73(C).
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  126. Abdollah Ah Mand, 2025. "Cryptocurrency returns and cryptocurrency uncertainty: a time–frequency analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-29, December.
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