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When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic

Citations

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Cited by:

  1. 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.
  2. Vuković, Darko B. & Frömmel, Michael & Vigne, Samuel A. & Zinovev, Vyacheslav, 2025. "Spillovers between cryptocurrencies and financial markets in a global framework," Journal of International Money and Finance, Elsevier, vol. 150(C).
  3. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023. "Role of hedging on crypto returns predictability: A new habit-based explanation," Finance Research Letters, Elsevier, vol. 55(PB).
  4. 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).
  5. Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024. "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, vol. 93(C).
  6. Cesario Mateus & Miramir Bagirov & Irina Mateus, 2024. "Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 83-103, March.
  7. Amro Saleem Alamaren & Korhan K. Gokmenoglu & Nigar Taspinar, 2024. "Volatility spillovers among leading cryptocurrencies and US energy and technology companies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-37, December.
  8. Asil Azimli, 2024. "Time-varying spillovers in high-order moments among cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-39, December.
  9. Guo, Li & Sang, Bo & Tu, Jun & Wang, Yu, 2024. "Cross-cryptocurrency return predictability," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
  10. Pattnaik, Debidutta & Hassan, M. Kabir & Dsouza, Arun & Tiwari, Aviral & Devji, Shridev, 2023. "Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
  11. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2023. "Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 64(C).
  12. 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.
  13. Xiaochun Guo, 2024. "Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-25, December.
  14. Stefan Cristian Gherghina & Daniel Stefan Armeanu & Jean Vasile Andrei & Camelia Catalina Joldes, 2024. "Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(4), pages 16454-16510, December.
  15. 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).
  16. Zhao, Junming & Zhang, Tianding, 2023. "Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach," Finance Research Letters, Elsevier, vol. 58(PA).
  17. Xu, Lei & Kinkyo, Takuji, 2023. "Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
  18. Goodell, John W. & Ben Jabeur, Sami & Saâdaoui, Foued & Nasir, Muhammad Ali, 2023. "Explainable artificial intelligence modeling to forecast bitcoin prices," International Review of Financial Analysis, Elsevier, vol. 88(C).
  19. Siddique, Md Abubakar & Nobanee, Haitham & Karim, Sitara & Naz, Farah, 2023. "Do green financial markets offset the risk of cryptocurrencies and carbon markets?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 822-833.
  20. Zhong, Yufei & Chen, Xuesheng & Wang, Chengfang & Wang, Zhixian & Zhang, Yuchen, 2023. "The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty," Energy Economics, Elsevier, vol. 128(C).
  21. Zarifhonarvar, Ali, 2022. "The Effect of Covid Pandemic on Cryptocurrency Markets; A Literature Review," EconStor Preprints 266369, ZBW - Leibniz Information Centre for Economics.
  22. Nemchenko, E. & Pustynnikova, A. & Krakovich, V., 2025. "The impact of CEOs' characteristics on pricing at initial coin offerings," Journal of the New Economic Association, New Economic Association, vol. 66(1), pages 132-157.
  23. Aktham Maghyereh & Mohammad Al-Shboul, 2024. "Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
  24. Kamer-Ainur Aivaz & Ionela Florea Munteanu & Flavius Valentin Jakubowicz, 2023. "Bitcoin in Conventional Markets: A Study on Blockchain-Induced Reliability, Investment Slopes, Financial and Accounting Aspects," Mathematics, MDPI, vol. 11(21), pages 1-20, November.
  25. 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.
  26. Xia, Yufei & Sang, Chong & He, Lingyun & Wang, Ziyao, 2023. "The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 52(C).
  27. 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.
  28. Izunna Anyikwa & Andrew Phiri, 2023. "Connectedness and spillover between African equity, commodity, foreign exchange and cryptocurrency markets during the COVID-19 and Russia-Ukraine conflict," Future Business Journal, Springer, vol. 9(1), pages 1-18, December.
  29. 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).
  30. Ştefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2023. "Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-58, December.
  31. Yousaf, Imran & Assaf, Ata & Demir, Ender, 2024. "Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach," Research in International Business and Finance, Elsevier, vol. 69(C).
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