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Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era : the role of global uncertainties

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International review of financial analysis 81 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013375275

Causality and dynamic spillovers among cryptocurrencies and currency markets

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040

Persistent link: https://www.econbiz.de/10013184641

Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation

Demir, Ender; Gozgor, Giray; Lau, Chi Keung; Vigne, … - In: Finance research letters 26 (2018), pp. 145-149

Persistent link: https://www.econbiz.de/10012005628

Forecasting value-at-risk of cryptocurrencies with riskmetrics type models

Liu, Wei; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Research in international business and finance 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012581358

The causal relationship between Bitcoin attention and Bitcoin returns : evidence from the Copula-based Granger causality test

Dastgir, Shabbir; Demir, Ender; Downing, Gareth; … - In: Finance research letters 28 (2019), pp. 160-164

Persistent link: https://www.econbiz.de/10012388046

Effects of the geopolitical risks on Bitcoin returns and volatility

Aysan, Ahmet Faruk; Demir, Ender; Gozgor, Giray; Lau, … - In: Research in international business and finance 47 (2019), pp. 511-518

Persistent link: https://www.econbiz.de/10012135791

Asymmetric effects of climate policy uncertainty and energy prices on Bitcoin prices

Sarker, Provash Kumer; Lau, Chi Keung; Pradhan, Ashis Kumar - In: Innovation and green development 2 (2023) 2, pp. 1-6

This paper investigates the asymmetric effects of climate policy uncertainty (CPU) and the global price of energy index (GPEI) on Bitcoin prices. It applies the nonlinear ARDL method and the Granger causality test to examine how changes in climate policy uncertainty and energy prices influence...

Persistent link: https://www.econbiz.de/10014433992

The asymmetric effect of bitcoin on altcoins : evidence from the nonlinear autoregressive distributed lag (NARDL) model

Demir, Ender; Simonyan, Serdar; García-Gómez, … - In: Finance research letters 40 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012819942

Trading volume and the predictability of return and volatility in the cryptocurrency market

Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346

Persistent link: https://www.econbiz.de/10012419202

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