The changing patterns of risk aversion of traditional financial assets may follow a non-linear, counter-cyclical, process. However, research in this area has not considered the effects of the rapidly developing cryptocurrency markets. Given the distinct features and growing impact of...

We examine the interactions between cryptocurrency price volatility and liquidity during the outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital products have played a new role as a potential safe-haven during periods of substantial financial market panic. Results...

The paper presents a novel analysis specifically investigating as to whether stocks associated with leading blockchain patent-developments influence the price volatility of Bitcoin across multiple time frequencies. It is important to further develop our understanding of the inter-dynamics...

In this paper, we investigate the Granger causal relationships between Bitcoin mining, mining profitability and sustainability (the resultant energy consumption and electronic waste), where importantly we allow such relationships to varying over time. We consider three questions relevant to...