Distributed Ledger Technologies (DLTs), like Blockchain, could help improve brand safety, consumer privacy and transparency in digital advertising. However, paid advertisements transfer attention, money, and data between three parties: advertiser, consumer, and publisher. Therefore...

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (MS) vector autoregressive with exogenous...