Citation: Financial Innovation 2021 7:27
Impact of COVID-19 and cryptocurrencies on the global financial market
This research explored the effects of the coronavirus disease (COVID-19) outbreak on stock price movements of China’s tourism industry by using an event study method. The results showed that the crisis negativ...
Citation: Financial Innovation 2021 7:22
Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets
This study examines the portfolio diversification benefits of alternative currency trading in Bitcoin and foreign exchange markets. The following methods are applied for the analysis: the spillover index metho...
Citation: Financial Innovation 2021 7:17
Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany,...
Citation: Financial Innovation 2021 7:13
Using an analogy between finance and astrophysics, this study aims to investigate whether there exists a mechanism that can describe the explosive increase in the number of traded cryptocurrencies and the cryp...
Citation: Financial Innovation 2021 7:8
The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. ...
Citation: Financial Innovation 2021 7:5
This study examines the predictability of three major cryptocurrencies—bitcoin, ethereum, and litecoin—and the profitability of trading strategies devised upon machine learning techniques (e.g., linear models,...
Citation: Financial Innovation 2021 7:3
This study examines, diagnoses, and assesses appropriate macroeconomic policy responses of the Montenegrin Government to the outbreak of COVID-19. The model econometrically measures the macroeconomic costs usi...
Citation: Financial Innovation 2020 6:40
Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic
Through the application of the VAR-AGARCH model to intra-day data for three cryptocurrencies (Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover between these cryptocurre...
Citation: Financial Innovation 2020 6:45