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Non-linearities, cyber attacks and cryptocurrencies

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2019

This paper uses a Markov-switching non-linear specification to analyse the effects of cyber attacks on returns in the case of four cryptocurrencies (Bitcoin, Ethernam, Litecoin and Stellar) over the period 8/8/2015 - 28/2/2019. The analysis considers both cyber attacks in general and those...

Persistent link: https://www.econbiz.de/10012026468

Cyber attacks, spillovers and contagion in the cryptocurrency markets

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2020

This paper examines mean and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum) and the role played by cyber attacks. Specifically, trivariate GARCH-BEKK models are estimated which include suitably defined dummies corresponding to different types, targets...

Persistent link: https://www.econbiz.de/10012219891

Cyber-attacks and cryptocurrencies

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2020

This paper provides some comprehensive evidence on the effects of cyber-attacks on the returns, realized volatility and trading volume of five of the main cryptocurrencies (Bitcoin, Ethereum, Litecoin, XRP and Stellar) in 99 developed and developing countries. More specifically, it investigates...

Persistent link: https://www.econbiz.de/10012171767

Non-linearities, cyber attacks and cryptocurrencies

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - In: Finance research letters 32 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012430830

Non-Linearities, Cyber Attacks and Cryptocurrencies

Caporale, Guglielmo Maria - 2019

This paper uses a Markov-switching non-linear specification to analyse the effects of cyber attacks on returns in the case of four cryptocurrencies (Bitcoin, Ethernam, Litecoin and Stellar) over the period 8/8/2015-28/2/2019. The analysis considers both cyber attacks in general and those...

Persistent link: https://www.econbiz.de/10012867869

Cyber-attacks, cryptocurrencies and cyber security

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - In: Economic and financial crime, sustainability and good …, (pp. 347-381). 2023

Persistent link: https://www.econbiz.de/10014341102

Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets

Caporale, Guglielmo Maria - 2020

Persistent link: https://www.econbiz.de/10012832186

An evaluation of energy-environment-economic efficiency for EU, APEC and ASEAN countries

Suzuki, Soushi; Nijkamp, Peter - 2015

-environment-economic targets for the EU, APEC and ASEAN (A&A) countries, using appropriate data sets ranging from the years 2003 to 2012. In the … analysis results, it appears that EU countries exhibit generally a higher efficiency than A&A countries. In particular, it … turns out that Cyprus, Luxembourg and Ireland may be seen as super-efficient countries in the EU, and Brunei as a high …

Persistent link: https://www.econbiz.de/10011400442

Transborder European networking : shifts in corporate strategy?

Geenhuizen, Marina S. van; Knaap, G. A. van der; … - 1995

Persistent link: https://www.econbiz.de/10000906504

International migration : a comprehensive framwork for a survey of the literature

Nijkamp, Peter; Voskuilen, Maurice - 1995

Persistent link: https://www.econbiz.de/10000906627

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