The cryptocurrency uncertainty index

Citations

Cited by:

1. Ren, Yi-Shuai & Ma, Chao-Qun & Kong, Xiao-Lin & Baltas, Konstantinos & Zureigat, Qasim, 2022. "Past, present, and future of the application of machine learning in cryptocurrency research," Research in International Business and Finance, Elsevier, vol. 63(C).
2. Wang, Yizhi & Wei, Yu & Lucey, Brian M. & Su, Yang, 2023. "Return spillover analysis across central bank digital currency attention and cryptocurrency markets," Research in International Business and Finance, Elsevier, vol. 64(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. Hadhri, Sinda, 2023. "Do cryptocurrencies feel the music?," International Review of Financial Analysis, Elsevier, vol. 89(C).
5. 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).
6. Feng, Hao & Gao, Da & Duan, Kun & Urquhart, Andrew, 2023. "Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework," International Review of Financial Analysis, Elsevier, vol. 89(C).
7. Wei, Yu & Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A., 2023. "Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets," Journal of Commodity Markets, Elsevier, vol. 29(C).
8. Xu, Xin & Huang, Shupei & Lucey, Brian M. & An, Haizhong, 2023. "The impacts of climate policy uncertainty on stock markets: Comparison between China and the US," International Review of Financial Analysis, Elsevier, vol. 88(C).
9. Khalfaoui, Rabeh & Hammoudeh, Shawkat & Rehman, Mohd Ziaur, 2023. "Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network," Emerging Markets Review, Elsevier, vol. 54(C).
10. 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).
11. Moser, Stefanie & Brauneis, Alexander, 2023. "Should you listen to crypto YouTubers?," Finance Research Letters, Elsevier, vol. 54(C).
12. Kumari, Vineeta & Kumar, Gaurav & Pandey, Dharen Kumar, 2023. "Are the European Union stock markets vulnerable to the Russia–Ukraine war?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
13. Wang, Fang & Gacesa, Marko, 2023. "Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models," International Review of Financial Analysis, Elsevier, vol. 88(C).
14. Kingstone Nyakurukwa & Yudhvir Seetharam, 2023. "Beyond the hype: examining the relationship between Wikipedia attention and realised skewness for crypto assets," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-12, September.
15. Bonaparte, Yosef & Bernile, Gennaro, 2023. "A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets," Finance Research Letters, Elsevier, vol. 52(C).
16. Youssef El-Khatib & Abdulnasser Hatemi-J, 2023. "On a regime switching illiquid high volatile prediction model for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(2), pages 485-498, July.
    • El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022. "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper 114556, University Library of Munich, Germany.
17. Inzamam Ul Haq, 2023. "Time‐frequency comovement among green financial assets and cryptocurrency uncertainties," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 52(1), February.
18. Samir Poudel & Rajendra Paudyal & Burak Cankaya & Naomi Sterlingsdottir & Marissa Murphy & Shital Pandey & Jorge Vargas & Khem Poudel, 2023. "Cryptocurrency price and volatility predictions with machine learning," Journal of Marketing Analytics, Palgrave Macmillan, vol. 11(4), pages 642-660, December.
19. Nonejad, Nima, 2022. "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, vol. 83(C).
20. Akdoğu, Evrim & Simsir, Serif Aziz, 2023. "Are blockchain and cryptocurrency M&As harder to close?," Finance Research Letters, Elsevier, vol. 52(C).
21. Shang, Yue & Wei, Yu & Chen, Yongfei, 2022. "Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occam's window approach," Finance Research Letters, Elsevier, vol. 50(C).
22. Hasan, Md. Bokhtiar & Ali, Md. Sumon & Uddin, Gazi Salah & Mahi, Masnun Al & Liu, Yang & Park, Donghyun, 2022. "Is Bangladesh on the right path toward sustainable development? An empirical exploration of energy sources, economic growth, and CO2 discharges nexus," Resources Policy, Elsevier, vol. 79(C).
23. Piñeiro-Chousa, Juan & Šević, Aleksandar & González-López, Isaac, 2023. "Impact of social metrics in decentralized finance," Journal of Business Research, Elsevier, vol. 158(C).
24. Yousaf, Imran & Goodell, John W., 2023. "Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks," Finance Research Letters, Elsevier, vol. 54(C).
25. Simona Andreea Apostu & Mirela Panait & Làszló Vasa & Constanta Mihaescu & Zbyslaw Dobrowolski, 2022. "NFTs and Cryptocurrencies—The Metamorphosis of the Economy under the Sign of Blockchain: A Time Series Approach," Mathematics, MDPI, vol. 10(17), pages 1-13, September.
26. Yousaf, Imran & Yarovaya, Larisa, 2022. "Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets," Finance Research Letters, Elsevier, vol. 50(C).
27. Hachicha, Fatma & Masmoudi, Afif & Abid, Ilyes & Obeid, Hassan, 2023. "Herding behavior in exploring the predictability of price clustering in cryptocurrency market," Finance Research Letters, Elsevier, vol. 57(C).
28. Li, Zhao-Chen & Xie, Chi & Zeng, Zhi-Jian & Wang, Gang-Jin & Zhang, Ting, 2023. "Forecasting global stock market volatilities in an uncertain world," International Review of Financial Analysis, Elsevier, vol. 85(C).
29. Yen, Kuang-Chieh & Nie, Wei-Ying & Chang, Hsuan-Ling & Chang, Li-Han, 2023. "Cryptocurrency return dependency and economic policy uncertainty," Finance Research Letters, Elsevier, vol. 56(C).
30. Peng‐Fei Dai & John W. Goodell & Luu Duc Toan Huynh & Zhifeng Liu & Shaen Corbet, 2023. "Understanding the transmission of crash risk between cryptocurrency and equity markets," The Financial Review, Eastern Finance Association, vol. 58(3), pages 539-573, August.
31. Horky, Florian & Rachel, Carolina & Fidrmuc, Jarko, 2022. "Price determinants of non-fungible tokens in the digital art market," Finance Research Letters, Elsevier, vol. 48(C).
32. Bitetto, Alessandro & Cerchiello, Paola, 2023. "Initial coin offerings and ESG: Allies or enemies?," Finance Research Letters, Elsevier, vol. 57(C).
33. Scharnowski, Stefan, 2022. "Central bank speeches and digital currency competition," Finance Research Letters, Elsevier, vol. 49(C).
34. Kawakami, Tabito, 2023. "Quantile prediction for Bitcoin returns using financial assets’ realized measures," Finance Research Letters, Elsevier, vol. 55(PA).
35. 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).
36. Wang, Yizhi, 2022. "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
37. Ivanovski, Kris & Hailemariam, Abebe, 2023. "Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 97-111.
38. Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2023. "Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model," Emerging Markets Review, Elsevier, vol. 56(C).
39. Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Akdeniz, Coşkun, 2023. "The impact of central bank digital currency news on the stock and cryptocurrency markets: Evidence from the TVP-VAR model," Research in International Business and Finance, Elsevier, vol. 65(C).
40. Lee, Chien-Chiang & Wang, Chih-Wei & Hsieh, Hsin-Yi & Chen, Wen-Ling, 2023. "The impact of central bank digital currency variation on firm's implied volatility," Research in International Business and Finance, Elsevier, vol. 64(C).
41. Jain, Prachi & Maitra, Debasish, 2023. "Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices," Economics Letters, Elsevier, vol. 225(C).
42. Chi-Wei Su & Yuru Song & Hsu-Ling Chang & Weike Zhang & Meng Qin, 2023. "Could Cryptocurrency Policy Uncertainty Facilitate U.S. Carbon Neutrality?," Sustainability, MDPI, vol. 15(9), pages 1-15, May.