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COVID-19 and cryptocurrency market: Evidence from quantile connectedness

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Cited by:

  1. 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.
  2. Chen, Yufeng & Wang, Chuwen & Zhu, Zhitao, 2022. "Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach," Energy Economics, Elsevier, vol. 114(C).
  3. 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).
  4. Mensi, Walid & Gubareva, Mariya & Adekoya, Oluwasegun B. & Kang, Sang Hoon, 2024. "Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets," Renewable Energy, Elsevier, vol. 231(C).
  5. Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024. "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, vol. 92(C).
  6. Zhou, Fan, 2024. "Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 648(C).
  7. Yuan, Xianghui & Long, Jun & Li, Xiang & Zhao, Chencheng, 2025. "Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
  8. Wang, Kai-Hua & Wen, Cui-Ping & Xu, Bao-Chang & Li, Xin, 2024. "Receiver or transmitter? Unlocking the role of green technology innovation in sustainable development, energy, and carbon markets," Technology in Society, Elsevier, vol. 79(C).
  9. Yang, Yajie & Zhao, Longfeng & Chen, Lin & Wang, Chao & Wang, Gang-Jin, 2025. "The spillover effects between renewable energy tokens and energy assets," Research in International Business and Finance, Elsevier, vol. 74(C).
  10. 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.
  11. Bhanja, Niyati & Shah, Adil Ahmad & Dar, Arif Billah, 2023. "Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency," Resources Policy, Elsevier, vol. 80(C).
  12. Chen, Yu & Lin, Boqiang, 2022. "Quantifying the extreme spillovers on worldwide ESG leaders' equity," International Review of Financial Analysis, Elsevier, vol. 84(C).
  13. Mbarki, Imen & Omri, Abdelwahed & Naeem, Muhammad Abubakr, 2022. "From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, vol. 63(C).
  14. Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023. "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
  15. Karim, Sitara & Shafiullah, Muhammad & Naeem, Muhammad Abubakr, 2024. "When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
  16. Mahdi Ghaemi Asl & David Roubaud, 2024. "Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-49, December.
  17. Cheng, Tingting & Liu, Fei & Liu, Junli & Yao, Wenying, 2024. "Tail connectedness: Measuring the volatility connectedness network of equity markets during crises," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
  18. Walid Mensi & Mariya Gubareva & Hee-Un Ko & Xuan Vinh Vo & Sang Hoon Kang, 2023. "Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
  19. Yousaf, Imran & Pham, Linh & Goodell, John W., 2023. "The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
  20. Su, Chi-Wei & Yuan, Xi & Umar, Muhammad & Chang, Tsangyao, 2022. "Dynamic price linkage of energies in transformation: Evidence from quantile connectedness," Resources Policy, Elsevier, vol. 78(C).
  21. Yousaf, Imran & Pham, Linh & Goodell, John W., 2023. "Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 271-283.
  22. Yousaf, Imran & Pham, Linh & Goodell, John W., 2024. "Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach," International Review of Financial Analysis, Elsevier, vol. 94(C).
  23. Anwer, Zaheer & Farid, Saqib & Khan, Ashraf & Benlagha, Noureddine, 2023. "Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 418-431.
  24. 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).
  25. Esfandiar Maasoumi & Xi Wu, 2021. "Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact," JRFM, MDPI, vol. 14(9), pages 1-15, September.
  26. Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer & Rahman, Mashuk & Boujlil, Rhada, 2023. "Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets," Global Finance Journal, Elsevier, vol. 58(C).
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