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Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies : Evidence from a Quantile-Var Analysis

Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - 2023

This study examines dynamic connectedness linkages between pairs and among different commodities, including precious metals, manufacturing metals, oil, natural gas, and Bitcoin, since the emergence of the cryptocurrency market. The Quantile-VAR methodology is utilised to identify causal...

Persistent link: https://www.econbiz.de/10014354579

The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19

Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 307-317

Persistent link: https://www.econbiz.de/10014429852

Quantifying spillovers and connectedness among commodities and cryptocurrencies : evidence from a Quantile-VAR analysis

Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - In: Journal of commodity markets : JCM 33 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014526881

Examining spillovers and connectedness among commodities, inflation, and uncertainty : a quantile-VAR framework

Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - In: Energy economics 133 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015049670

Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies : Evidence from a Quantile-Var Analysis

Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - 2023

Persistent link: https://www.econbiz.de/10014352626

Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets

Papadamou, Stephanos; Kyriazis, Nikolaos A.; Tzeremes, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012814565

A systematic review of the bubble dynamics of cryptocurrency prices

Kyriazēs, Nikos K.; Papadamou, Stephanos; Corbet, Shaen - In: Research in international business and finance 54 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012550222

Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?

Kyriazis, Nikolaos A.; Papadamou, Stephanos; Tzeremes, … - In: Economic modelling 128 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014464312

The role of international currency spillovers in shaping exchange rate dynamics in Latin America

Kyriazis, Nikolaos; Corbet, Shaen - In: The quarterly review of economics and finance 94 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014494648

Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events : a Quantile-VAR approach

Kyriazēs, Nikos K.; Corbet, Shaen - In: Energy economics 131 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015045837