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Herding behaviour in Korea's cryptocurrency market

Choi, Ki-hong; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 54 (2022) 24, pp. 2795-2809

Persistent link: https://www.econbiz.de/10013171122

Impact of global financial and energy markets, uncertainty, and climate change attention on Bitcoin carbon footprint

Dong, Xiyong; Jiang, Zhuhua; Yoon, Seong-min - In: Finance research letters 70 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015195371

Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets

Kang, Sang Hoon; Yoon, Seong-min; Bekiros, Stelios; … - In: Computational economics 56 (2020) 2, pp. 529-545

Persistent link: https://www.econbiz.de/10012272046

Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Yoon, Seong-min - In: Finance research letters 27 (2018), pp. 228-234

Persistent link: https://www.econbiz.de/10012006868

Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis

Mensi, Walid; Lee, Yun Jung; Al-Yahyaee, Khamis Hamed; … - In: Finance research letters 31 (2019), pp. 19-25

Persistent link: https://www.econbiz.de/10012420970

Why cryptocurrency markets are inefficient : the impact of liquidity and volatility

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012654953

Dependence structure between Bitcoin and economic policy uncertainty : evidence from time-frequency quantile-dependence methods

Nasreen, Samia; Tiwari, Aviral Kumar; Jiang, Zhuhua; … - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-14

In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and covering the period of 1 October 2013 to 31...

Persistent link: https://www.econbiz.de/10013368334

Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets

Hanif, Waqas; Areola Hernandez, Jose; Troster, Victor; … - In: Pacific-Basin finance journal 74 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013389474

Nonlinear Dependence and Spillovers between Cryptocurrency and Global/Regional Equity Markets

Hanif, Waqas; Arreola Hernández, José; Troster, Victor; … - 2023

In this paper, we investigate the nonlinear dependence dynamics among eight cryptocurrencies (Monero, Bitcoin, Dash, Litecoin, Stellar, XRP, Ethereum, and Nem) by applying time-varying copulas. We also examine the upside and downside spillovers between cryptocurrencies and equity markets by a...

Persistent link: https://www.econbiz.de/10014351315