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~isPartOf:"International review of financial analysis"
~subject:"Volatilität"
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Volatilität
Virtual currency
71
Virtuelle Währung
71
Bitcoin
27
Cryptocurrency
26
Cryptocurrencies
21
Electronic money
21
Elektronisches Geld
21
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Bouri, Elie
2
Abdullah, Mohammad
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Abedin, Mohammad Zoynul
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Aharon, David Y.
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Alam, Masud
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Ali, Md Hakim
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International review of financial analysis
Finance research letters
56
Journal of risk and financial management : JRFM
25
Research in international business and finance
21
Economics letters
18
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
Journal of international financial markets, institutions & money
9
Applied economics letters
8
Financial innovation : FIN
8
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
CESifo working papers
5
International journal of economics and financial issues : IJEFI
5
Journal of financial econometrics
5
Technological forecasting & social change : an international journal
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of empirical finance
4
Risks : open access journal
4
The European journal of finance
4
Cogent economics & finance
3
Emerging markets review
3
Energy economics
3
Eurasian economic review : a journal in applied macroeconomics and finance
3
International Journal of Financial Studies : open access journal
3
International journal of electronic finance : IJEF
3
Journal of economic studies
3
Pacific-Basin finance journal
3
Studies in economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Borsa Istanbul Review
2
Cogent business & management
2
Decision analytics journal
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Digital finance : smart data analytics, investment innovation, and financial technology
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Economic modelling
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Economics and finance working paper series
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Global business & economics review
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IES working paper
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IRTG 1792 discussion paper
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
17
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1
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
2
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
3
NFTs, DeFi, and other assets efficiency and volatility dynamics : an asymmetric multifractality analysis
Chowdhury, Mohammad Ashraful Ferdous
;
Abdullah, Mohammad
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460596
Saved in:
4
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
5
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zhang, Zehua
;
Zhao, Ran
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
Saved in:
6
On the topology of cryptocurrency markets
Rudkin, Simon
;
Rudkin, Wanling
;
Dłotko, Paweł
- In:
International review of financial analysis
89
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014465551
Saved in:
7
Machine learning approaches to forecasting cryptocurrency volatility : considering internal and external determinants
Wang, Yijun
;
Andreeva, Galina
;
Martin-Barragan, Belen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014468797
Saved in:
8
Critical dynamics related to a recent Bitcoin crash
Zitis, Pavlos I.
;
Contoyiannis, Yiannis
;
Potirakis, …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472794
Saved in:
9
Asymmetric mean reversion of Bitcoin price returns
Corbet, Shaen
;
Katsiampa, Paraskevi
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012435719
Saved in:
10
Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Hau, Liya
- In:
International review of financial analysis
71
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012436392
Saved in:
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