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The destabilising effects of cryptocurrency cybercriminality

Corbet, Shaen; Cumming, Douglas J.; Lucey, Brian M.; … - In: Economics letters 191 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012507992

Do stock market volatility and cybercrime affect cryptocurrency returns? : evidence from South African economy

Mthembu, Nosipho; Sanusi, Kazeem Abimbola; Eita, Joel … - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-15

The study investigates the effects of stock market volatility and cybercrime on cryptocurrency returns in the South African economy. Daily time series data on four different types of cryptocurrencies (Bitcoin, Ethereum, Tether, and BMB) were employed. The data covers the period from 1 January...

Persistent link: https://www.econbiz.de/10014284309

Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches

Sanusi, Kazeem Abimbola; Dickason Koekemoer, Zandri - In: International journal of economics and financial issues … 12 (2022) 6, pp. 52-64

Persistent link: https://www.econbiz.de/10014227215

Measuring macroeconomic uncertainty : an application for Iran

Heybati, Reza - In: Iranian economic review : journal of University of Tehran 25 (2021) 3, pp. 477-498

Persistent link: https://www.econbiz.de/10012664177

Is implied correlation worth calculating? : Evidence from foering exchange options

Walter, Christian A.; López, José A. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 65-81

Persistent link: https://www.econbiz.de/10001497759

Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk

Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298

Persistent link: https://www.econbiz.de/10001504616

Conditional density and value-at-risk prediction of Asian currency exchange rates

Mittnik, Stefan; Paolella, Marc S. - In: Journal of forecasting 19 (2000) 4, pp. 313-333

Persistent link: https://www.econbiz.de/10001504659

Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets

Balaban, Ercan; Bayar, Aslı; Kan, Özgür Berk - In: Yapı Kredı economic review : quarterly publ. of … 10 (1999) 2, pp. 3-29

Persistent link: https://www.econbiz.de/10001505110

Special issue on high frequency data in finance

Baillie, Richard (contributor); … - 1997

Persistent link: https://www.econbiz.de/10001505850

Forecasting volatility of emerging stock markets : linear versus non-linear GARCH models

Gokcan, Suleyman - In: Journal of forecasting 19 (2000) 6, pp. 499-504

Persistent link: https://www.econbiz.de/10001531942