Related papers: Analyzing the Relationship among Cryptocurrencies …
The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…
Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 31, 2019, are studied. The corresponding dynamics…
In this brief, we conduct a complex-network analysis of the Bitcoin transaction network. In particular, we design a new sampling method, namely random walk with flying-back (RWFB), to conduct effective data sampling. We then conduct a…
In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored. This fact opens up a unique opportunity to follow the…
Cryptocurrencies (CCs) have risen rapidly in market capitalization over the last years. Despite striking price volatility, their high average returns have drawn attention to CCs as alternative investment assets for portfolio and risk…
In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies as nodes and the Granger causality among their weekly log…
As COVID-19 has been spreading across the world since early 2020, a growing number of malicious campaigns are capitalizing the topic of COVID-19. COVID-19 themed cryptocurrency scams are increasingly popular during the pandemic. However,…
Blockchain and its application on cryptocurrency transactions have gathered a lot of attention and popularity since the birth of the pioneer Bitcoin in 2009. More than 1500 cryptocurrencies are currently circulated in the market. The…
The evolution of the pandemic and people's concern over it have an impact on the Bitcoin market, while the extent of individualism could differentiate investor behaviors in the financial market during the pandemic. This paper examines…
Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain, technology to enable a secure transaction. Although the technology is widely misunderstood, many central banks are considering launching their own…
This paper distinguishes between risk resonance and risk diversification relationships in the cryptocurrency market based on the newly developed asymmetric breakpoint approach, and analyzes the risk propagation mechanism among…
In this paper, we investigate whether mixing cryptocurrencies to a German investor portfolio improves portfolio diversification. We analyse this research question by applying a (mean variance) portfolio analysis using a toolbox consisting…
The rapidly evolving cryptocurrency market presents unique challenges for investment due to its inherent volatility and evolving regulatory environment. Collective price movements can be exploited to construct diversified portfolios with…
Cryptocurrencies are distributed systems that allow exchanges of native tokens among participants, or the exchange of such tokens for fiat currencies in markets external to these public ledgers. The availability of their complete historical…
The cryptocurrency market is a very huge market without effective supervision. It is of great importance for investors and regulators to recognize whether there are market manipulation and its manipulation patterns. This paper proposes an…
We investigate connectedness within and across two major groups or assets: i) five popular cryptocurrencies, and ii) six major asset classes plus two commonly employed risk factors. Granger-causality tests uncover six direct channels of…
Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…
The fast-growing cryptocurrency sector presents both challenges and opportunities for businesses and consumers alike. This study investigates the knowledge, expertise, and buying habits of people who shop using cryptocurrencies. Our survey…
Cryptocurrencies, arguably the most prominent application of blockchains, have been on the rise with a wide mainstream acceptance. A central concept in cryptocurrencies is "mining pools", groups of cooperating cryptocurrency miners who…
This paper analyzes the intersection of presidential authority and cryptocurrency markets during Donald J. Trump's second term (2025-2029). We examine developments from 2024 through October 2025, focusing on how executive influence, family…