Similar Search Results

Contagion Risks of Stablecoins : Investor-level Evidence from the Terra Shock

Sween, Spencer - 2023

perception spillovers within the stablecoin asset class, which induced an \textit{expected} wealth shock to non-Terra stablecoin … similar to the effects of a direct, realized wealth shock. To conduct my analysis, I leverage a novel dataset from the …

Persistent link: https://www.econbiz.de/10014354153

Is cryptocurrency a new digital gold? : evidence from the macroeconomic shocks in selected emerging economies

Majumder, Sayantan Bandhu - In: Journal of economic studies 52 (2025) 1, pp. 88-103

Persistent link: https://www.econbiz.de/10015198655

Energy price inflation, geopolitical risk, and bitcoin dependence structure : evidence from BRICS

Lau, Chi Keung; Soliman, Alaa M.; Zhang, Dongna - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 12, pp. 2631-2645

Persistent link: https://www.econbiz.de/10015097316

Business conditions, uncertainty shocks and Bitcoin returns

Jiang, Yong; Wang, Gang-Jin; Wen, Dan-Yan; Yang, Xiao-guang - In: Evolutionary and institutional economics review 17 (2020) 2, pp. 415-424

Persistent link: https://www.econbiz.de/10012621297

VaR and persistence of risk shocks in cryptocurrencies market

Souza, Michel Cândido de - In: The empirical economics letters : a monthly … 18 (2019) 4, pp. 379-390

Persistent link: https://www.econbiz.de/10012312390

Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets

Matkovskyy, Roman; Jalan, Akanksha; Dowling, Michael - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 150-155

Persistent link: https://www.econbiz.de/10012430912

Bitcoin's innovative aspects, return volatility and uncertainty shocks

Frascaroli, Bruno Ferreira - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 224-245

Persistent link: https://www.econbiz.de/10012510290

Cryptocurrencies under climate shocks : a dynamic network analysis of extreme risk spillovers

Guo, Kun; Kang, Yuxin; Ji, Qiang; Zhang, Dayong - In: Financial innovation : FIN 10 (2024), pp. 1-39

Systematic risks in cryptocurrency markets have recently increased and have been gaining a rising number of connections with economics and financial markets; however, in this area, climate shocks could be a new kind of impact factor. In this paper, a spillover network based on a time-varying...

Persistent link: https://www.econbiz.de/10015361572

Economic uncertainty and national bitcoin trading activity

Wüstenfeld, Jan; Geldner, Teo - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013413557

Investor sentiment, unexpected inflation, and Bitcoin basis risk

Conlon, Thomas; Corbet, Shaen; Oxley, Les - In: The journal of futures markets 44 (2024) 11, pp. 1807-1831

Persistent link: https://www.econbiz.de/10015110733