Search Results - "Economics letters"

Exploring the dynamic relationships between cryptocurrencies and other financial assets by Corbet, Shaen, Meegan, Andrew, Larkin, Charles, Lucey, Brian, Yarovaya, Larisa

“…We analyse, in the time and frequency domains, the relationships between three popular cryptocurrencies and a variety of other financial assets. We find…”
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The impact of the Ukraine–Russia war on world stock market returns by Boungou, Whelsy, Yatié, Alhonita

“…Using stock returns from a sample of 94 countries over the period from 22 January to 24 March 2022, we document a negative relationship between the…”
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Volatility estimation for Bitcoin: A comparison of GARCH models by Katsiampa, Paraskevi

“…We explore the optimal conditional heteroskedasticity model with regards to goodness-of-fit to Bitcoin price data. It is found that the best model is the…”
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The inefficiency of Bitcoin by Urquhart, Andrew

“…Bitcoin has received much attention in the media and by investors in recent years, although there remains scepticism and a lack of understanding of this…”
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Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach by Chatziantoniou, Ioannis, Gabauer, David, Stenfors, Alexis

“…We investigate 1-year interest rate swaps on USD, EUR, JPY and GBP between 2005 and 2020 utilising a quantile connectedness model. This approach allows for a…”
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The inefficiency of Bitcoin revisited: A dynamic approach by Bariviera, Aurelio F.

“…This letter revisits the informational efficiency of the Bitcoin market. In particular we analyze the time-varying behavior of long memory of returns on…”
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Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic by Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Larkin, Charles, Oxley, Les

“…Controlling for the polarity and subjectivity of social media data based on the development of the COVID-19 outbreak, we analyse the relationships between the…”
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Tail dependence between bitcoin and green financial assets by Naeem, Muhammad Abubakr, Karim, Sitara

“…The high power consumption of Bitcoin transactions has raised environmental and sustainable concerns of green investors and regulatory bodies. We utilize the…”
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Commodity price volatility and the economic uncertainty of pandemics by Bakas, Dimitrios, Triantafyllou, Athanasios

“…We empirically investigate the impact of economic uncertainty related to global pandemics on the volatility of the broad commodity price index as well as on…”
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Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin by Cheah, Eng-Tuck, Fry, John

“…Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has raised profound economic and societal issues. In this paper we…”
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The impact of the COVID-19 pandemic on the demand for density: Evidence from the U.S. housing market by Liu, Sitian, Su, Yichen

“…We study the impact of the COVID-19 pandemic on the location demand for housing. We find that the pandemic has led to a shift in housing demand away from…”
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What causes the attention of Bitcoin? by Urquhart, Andrew

“…Bitcoin has received enormous attention both by the media and investors alike. But why has Bitcoin received such attention? This paper answers this question by…”
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On the inefficiency of Bitcoin by Nadarajah, Saralees, Chu, Jeffrey

“…Urquhart (2016) investigated the market efficiency of Bitcoin by means of five different tests on Bitcoin returns. It was concluded that the Bitcoin returns do…”
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Informational efficiency of Bitcoin—An extension by Tiwari, Aviral Kumar, Jana, R.K., Das, Debojyoti, Roubaud, David

“…We revisit the issue of informational efficiency of Bitcoin using a battery of computationally efficient long-range dependence estimators for a period spanning…”
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Bitcoin Futures—What use are they? by Corbet, Shaen, Lucey, Brian, Peat, Maurice, Vigne, Samuel

“…Early analysis of Bitcoin concluded that it did not meet the economic conditions to be classified as a currency. Since this conclusion, interest in Bitcoin has…”
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Does twitter predict Bitcoin? by Shen, Dehua, Urquhart, Andrew, Wang, Pengfei

“…This paper adds to the growing literature of Bitcoin by examining the link between investor attention and Bitcoin returns, trading volume and realized…”
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Price clustering in Bitcoin by Urquhart, Andrew

“…Investor and media attention in Bitcoin has increased substantially in recently years, reflected by the incredible surge in news articles and considerable rise…”
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Causal effects of an absent crowd on performances and refereeing decisions during Covid-19 by Bryson, Alex, Dolton, Peter, Reade, J. James, Schreyer, Dominik, Singleton, Carl

“…The Covid-19 pandemic has induced worldwide natural experiments on the effects of crowds. We exploit one of these experiments that took place over several…”
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On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach by Gabauer, David, Gupta, Rangan

“…We investigate the internal and external categorical economic policy uncertainty (EPU) spillovers between the US and Japan using a novel extension of the…”
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Dynamic connectedness of uncertainty across developed economies: A time-varying approach by Antonakakis, Nikolaos, Gabauer, David, Gupta, Rangan, Plakandaras, Vasilios

“…Economic uncertainty has attracted a significant part of the modern research in economics, proving to be a significant factor for every economy. In this study,…”
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