Demystifying the Effect of the News (Shocks) on Crypto Market Volatility (original) (raw)
Related papers
The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns
Social Science Research Network, 2018
Mohamad H. Shahrour, Ryan Lemand
Journal of Risk Finance, 2024
Stock market tumble sparks crypto chaos: A crash risk spillover analysis
Regional Statistics, 2024
The Impact of the COVID-19 Pandemic on the Volatility of Cryptocurrencies
International Journal of Financial Studies
Volatility in Cryptocurrency Market–Before and During Covid-19 Pandemic
CIU Journal, 2020
Unveiling the Influencing Factors of Cryptocurrency Return Volatility
Journal of risk and financial management, 2023
International Journal of Social Science & Entrepreneurship, 2022
A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets
Risks
International Journal of Applied Economics, Finance and Accounting
Econophysics of cryptocurrency crashes: an overview
SHS Web of Conferences
Econophysics of cryptocurrency crashes: a systematic review
2021
EFFECTS OF COVID-19 ON CRYPTOCURRENCY MARKET: VOLATILITY AND REGIME SWITCHING APPROACH
BUSINESS ECONOMY AND SOCIETY IN VUCA WORLD, VOLUME -II, 2021
The resilience of cryptocurrency market efficiency to COVID-19 shock
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Journal of Behavioral and Experimental Finance, 2022
Fear and Volatility in Digital Assets
SSRN Electronic Journal, 2020
Macroeconomic Determinants of Cryptocurrency Volatility: Time Series Analysis
Journal of Business & Economic Policy, 2020
İzmir İktisat Dergisi, 2022
The Contagion Effects of COVID-19 Pandemic on Cryptocurrencies
Humanities & Social Sciences Reviews
Volatility Spillovers Among the Cryptocurrency Time Series
International Journal of Economics and Financial Issues
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?
International Review of Financial Analysis, 2018
Critical slowing down associated with critical transition and risk of collapse in crypto-currency
Royal Society Open Science, 2020
SSRN Electronic Journal, 2017
Day-of-the-Week and Month-of-the-Year Effects in the Cryptocurrency Market
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty, 2024
Investigating the relationship between volatilities of cryptocurrencies and other financial assets
Decisions in Economics and Finance, 2021
Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?
International Review of Financial Analysis, 2019
The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case
Bogazici Journal, 2021
Proceedings of the 32nd ACM International Conference on Information and Knowledge Management
Comparative Analysis of the Volatility of Cryptocurrencies, Fiat Money and Other Assets.
Firuz Zakirov, Sherzodbek Kirgizbaev
Comparative Analysis of the Volatility of Cryptocurrencies, Fiat Money and Other Assets., 2020
Journal of International Financial Markets, Institutions and Money, 2019
Journal of Financial Economic Policy, 2019
Volatility Spillover and Shock Transmission of Ethereum with Ripple, Stellar and Monero
2020
Cryptocurrency Crashes: A Dataset for Measuring the Effect of Regulatory News in Online Media
2019
Bubbles and Crashes in Cryptocurrencies: Interdependence, Contagion, or Asset Rotation?
SSRN Electronic Journal, 2021
Asymmetric Volatility and Volatility Spillover: A Study of Major Cryptocurrencies
Journal of Commerce & Accounting Research, 2022