Cyber-attacks, spillovers and contagion in the cryptocurrency markets (original) (raw)

Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models

Mohd Afjal

SN Business & Economics

View PDFchevron_right

Volatility Spillovers Among the Cryptocurrency Time Series

Zouheir Mighri

International Journal of Economics and Financial Issues

View PDFchevron_right

Investigating the relationship between volatilities of cryptocurrencies and other financial assets

Achraf Ghorbel

Decisions in Economics and Finance, 2021

View PDFchevron_right

Spill-Over Effects of Cryptocurrencies Price Volatilities in Financial Markets: An Empirical Estimation during Global Health Crises

Rukhsana Rasheed

International Journal of Social Science & Entrepreneurship, 2022

View PDFchevron_right

The Volatility Transmission Between Cryptocurrency And Global Stock Market Indices: Case Of Covid-19 Period

Sinem Atıcı

İzmir İktisat Dergisi, 2022

View PDFchevron_right

Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market

Saumya Gupta

International Journal of Economics and Financial Issues, 2019

View PDFchevron_right

Cross-Market Volatility Dynamics in Crypto and Traditional Financial Instruments: Quantifying the Spillover Effect

Mohamad H. Shahrour, Ryan Lemand

Journal of Risk Finance, 2024

View PDFchevron_right

An Investigation of Volatility Transmission and Hedging Opportunities of Cryptocurrencies towards other Financial Assets

Aijaz Hashmi

NICE research journal, 2021

View PDFchevron_right

Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios

Nikolaos Antonakakis

Journal of International Financial Markets, Institutions and Money, 2019

View PDFchevron_right

Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic

Shoaib Ali

Financial Innovation

View PDFchevron_right

The Contagion Effects of COVID-19 Pandemic on Cryptocurrencies

imran jadoon

Humanities & Social Sciences Reviews

View PDFchevron_right

Volatility in Cryptocurrency Market–Before and During Covid-19 Pandemic

Emon K Chowdhury

CIU Journal, 2020

View PDFchevron_right

Application of the VAR model in examining the determinants of returns of selected cryptocurrencies

Suncica Stankovic

Bizinfo Blace

View PDFchevron_right

Asymmetric Volatility and Volatility Spillover: A Study of Major Cryptocurrencies

Publishing India Group

Journal of Commerce & Accounting Research, 2022

View PDFchevron_right

Crisis and Contagion in Cryptocurrency Market

Bhavesh Garg

Bulletin of Monetary Economics and Banking

View PDFchevron_right

The Impact of the COVID-19 Pandemic on the Volatility of Cryptocurrencies

Alexandros Garefalakis

International Journal of Financial Studies

View PDFchevron_right

Multivariate Volatility Modelling for Cryptocurrencies

Stephanie Riedl

2018

View PDFchevron_right

A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis

Blanka Perić

Ekonomický časopis

View PDFchevron_right

An Empirical Study of Volatility in Cryptocurrency Market

Hemendra Gupta

Journal of Risk and Financial Management

View PDFchevron_right

Multiresolution analysis and spillovers of major cryptocurrency markets

Paul Alagidede

Research in International Business and Finance, 2019

View PDFchevron_right

Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

Shuyue Yi

International Review of Financial Analysis, 2018

View PDFchevron_right

IS THERE ANY INFLUENCE OF OTHER CRYPTOCURRENCIES ON BITCOIN

Dr. Md. Jamal Hossain

View PDFchevron_right

Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?

Damian Zięba

International Review of Financial Analysis, 2019

View PDFchevron_right

From financial markets to Bitcoin markets: A fresh look at the contagion effect

Roman Matkovskyy

Finance Research Letters, 2019

View PDFchevron_right

The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case

Murat Akkaya

Bogazici Journal, 2021

View PDFchevron_right

The Effect of COVID-19 Transmission on Cryptocurrencies

Nesrine Dardouri

Risks

View PDFchevron_right

A Study of the Basic Financial and Risk Statistics of Cryptocurrencies

Alexandra Malindi Colyer

View PDFchevron_right

Stock market tumble sparks crypto chaos: A crash risk spillover analysis

Regional Statistics

Regional Statistics, 2024

View PDFchevron_right

Analysis of Factors Affecting Cryptocurrency Return During the COVID-19 Pandemic

mangasi sinurat

International Journal of Economic, Business, Accounting, Agriculture Management and Sharia Administration (IJEBAS), 2021

View PDFchevron_right

Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak

Asad ul Islam Khan

Risks

View PDFchevron_right

How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques

nida shah

Finance Research Letters, 2021

View PDFchevron_right

Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis

Dora Almeida

FinTech

View PDFchevron_right

Multivariate Volatility Modelling for Cryptocurrencies Master Thesis

Stephanie Riedl

2018

View PDFchevron_right

Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors

Benlagha Noureddine

Economic Modelling, 2019

View PDFchevron_right

COVID-19 Effects on the Relationship between Cryptocurrencies: Can It Be Contagion? Insights from Econophysics Approaches

Dora Almeida

Entropy

View PDFchevron_right