Showing 1 - 10 of 3,349
-assets returns (Bitcoin and Ethereum) and Gold returns. We use the searches on Wikipedia trends as proxies of uncertainty and fear … and two volatility indices: S&P500 VIX and the Russian VIX (RVIX).The results show that Bitcoin, Ethereum and Gold failed …
Persistent link: https://www.econbiz.de/10013294030
The sharp correction in cryptocurrency markets in May (and June) 2022, especially the dramatic price collapse of … cryptocurrency is a scam and those who believe that cryptocurrency represents the future. The former certainly outnumber the latter …
Persistent link: https://www.econbiz.de/10014235646
Bitcoin plunged by 30% on May 19, 2021. We examine the outage the largest crypto exchange Binance experienced during … back-filled these missing transactions with data that does not conform to Benford‘s Law. The Bitcoin futures price …
Persistent link: https://www.econbiz.de/10013435273
Using the GJR-GARCH method, this study examines the safe-haven role of gold, US dollar, and Bitcoin over a period … German markets during the Russia-Ukraine conflict. Similarly, Bitcoin is not a safe-haven asset during the COVID-19 pandemic … study re-evaluates the safe-haven role of gold, USD, and Bitcoin during the Russia-Ukraine conflict, then compares the …
Persistent link: https://www.econbiz.de/10015386928
At the end of 2017, the Bitcoin price dropped significantly by around 70% over two months. Since the introduction of … Bitcoin futures coincided with this market crash, the new financial instrument might have caused the market crash, the … from futures could have potentially crashed the Bitcoin market. To evaluate this assumption, we investigate the empirical …
Persistent link: https://www.econbiz.de/10012850530
During 2017, a few fortunate investors have made a lot of money very quickly on their investment in crypto-currencies, an asset class that did not exist just eight short years ago. But as with other rapidly evolving assets, that often seem too good to be true, the potential soaring profits of...
Persistent link: https://www.econbiz.de/10012916684
Bitcoin plunged by 30% on May 19, 2021. We examine the outage the largest crypto exchange Binance experienced during … back-filled these missing transactions with data that does not conform to Benford's Law. The Bitcoin futures price …
Persistent link: https://www.econbiz.de/10014238849
cryptocurrency and equity markets in both advanced and emerging economies. The purpose of the study is twofold. First, the study … investigates the presence of the pure (narrow) form of financial contagion between cryptocurrency and stock markets in both … between cryptocurrency and equity markets. The high conditional correlation was mostly detected in periods of financial …
Persistent link: https://www.econbiz.de/10014500791
Persistent link: https://www.econbiz.de/10015115176
The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum … stock market and cryptocurrency returns both in the short and long run are changing during the COVID-19 crisis period, which …
Persistent link: https://www.econbiz.de/10012587922