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Applied Economics Letters Volume 27, 2020 - Issue 16
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Research Article

Connectedness of cryptocurrencies and prevailing uncertainties

Faruk BalliSchool of Economics and Finance, Massey University, Auckland, New ZealandCorrespondence[email protected]
,
Anne de BruinSchool of Economics and Finance, Massey University, Auckland, New Zealand
,
Md Iftekhar Hasan ChowdhurySchool of Economics and Finance, Massey University, Auckland, New Zealand
&
Muhammad Abubakr NaeemSchool of Economics and Finance, Massey University, Auckland, New Zealand
Pages 1316-1322 | Published online: 21 Oct 2019

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Seungwon Lee & Changryong Baek. (2023) Volatility changes in cryptocurrencies: evidence from sparse VHAR-MGARCH model. Applied Economics Letters 30:11, pages 1496-1504.
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Minghan Jiang & Yufei Xia. (2023) What drives the volatility of non-fungible tokens (NFTs): macroeconomic fundamentals or investor attention?. Applied Economics Letters 0:0, pages 1-10.
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Articles from other publishers (25)

Md Iftekhar Hasan Chowdhury, Mudassar Hasan, Elie Bouri & Yayan Tang. (2024) Emotional spillovers in the cryptocurrency market. Journal of Behavioral and Experimental Finance 41, pages 100878.
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Sabri Boubaker, Sitara Karim, Muhammad Abubakr Naeem & Molla Ramizur Rahman. (2024) On the prediction of systemic risk tolerance of cryptocurrencies. Technological Forecasting and Social Change 198, pages 122963.
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Anoop S. Kumar & Balaga Mohana Rao. (2023) Are non‐fungible token coins a good hedge against the stock market volatility?. Australian Economic Papers 62:4, pages 764-772.
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Pablo Agnese. (2023) Too hot and too close. Bitcoin and gold dynamics during COVID times. Studies in Economics and Finance 40:5, pages 901-912.
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Muhammad Abubakr Naeem, Raazia Gul, Saqib Farid, Sitara Karim & Brian M. Lucey. (2023) Assessing linkages between alternative energy markets and cryptocurrencies. Journal of Economic Behavior & Organization 211, pages 513-529.
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Rim El Khoury, Muneer M. Alshater & Yanshuang Li. (2023) Multidimensional connectedness among the fourth industrial revolution assets. Borsa Istanbul Review 23:4, pages 953-979.
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Muhammad Abubakr Naeem, Mudassar Hasan, Abraham Agyemang, Md Iftekhar Hasan Chowdhury & Faruk Balli. (2021) Time‐frequency dynamics between fear connectedness of stocks and alternative assets . International Journal of Finance & Economics 28:2, pages 2188-2201.
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Inzamam Ul Haq. (2022) Time‐frequency comovement among green financial assets and cryptocurrency uncertainties. Economic Notes 52:1.
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Matin Keramiyan & Korhan K. Gokmenoglu. (2022) Bitcoin, uncertainty and internet searches. Studies in Economics and Finance 40:1, pages 24-42.
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José Almeida & Tiago Cruz Gonçalves. (2022) Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review. Journal of Risk and Financial Management 16:1, pages 3.
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Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, Syed Jawad Hussain Shahzad & Xuan Vinh Vo. (2022) Liquidity connectedness in cryptocurrency market. Financial Innovation 8:1.
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Md Abubakar Siddique, Haitham Nobanee, Sitara Karim & Farah Naz. (2022) Investigating the role of metal and commodity classes in overcoming resource destabilization. Resources Policy 79, pages 103075.
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Muhammad Abubakr Naeem, Najaf Iqbal, Brian M. Lucey & Sitara Karim. (2022) Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data. Journal of International Financial Markets, Institutions and Money 81, pages 101695.
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Onur Polat. 2022. Future Outlooks on Corporate Finance and Opportunities for Robust Economic Planning. Future Outlooks on Corporate Finance and Opportunities for Robust Economic Planning 21 47 .
Ran Tao & Shuyao Qi. (2022) Dynamic Connectedness of Major Digital Currencies: A Time-Varying Approach. Discrete Dynamics in Nature and Society 2022, pages 1-7.
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Mohammad Al-Shboul, Ata Assaf & Khaled Mokni. (2022) When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. International Review of Financial Analysis 83, pages 102309.
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Nader Naifar, Aviral Kumar Tiwari & Mohammed Alhashim. (2022) How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis. Review of Financial Economics 40:3, pages 312-331.
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Ashish Kumar, Najaf Iqbal, Subrata Kumar Mitra, Ladislav Kristoufek & Elie Bouri. (2022) Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak. Journal of International Financial Markets, Institutions and Money 77, pages 101523.
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Muhammad Abubakr Naeem & Sitara Karim. (2021) Tail dependence between bitcoin and green financial assets. Economics Letters 208, pages 110068.
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Sanjeet Singh, Pooja Bansal, Nav Bhardwaj & Anirudh Agrawal. (2021) Nexus Between COVID-19 Infections, Exchange Rates, Stock Market Return, and Temperature in G7 Countries: Novel Insights From Partial and Multiple Wavelet Coherence. Frontiers in Environmental Science 9.
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Inzamam Ul Haq, Apichit Maneengam, Supat Chupradit, Wanich Suksatan & Chunhui Huo. (2021) Economic Policy Uncertainty and Cryptocurrency Market as a Risk Management Avenue: A Systematic Review. Risks 9:9, pages 163.
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Jianqin Hang & Xu Zhang. (2021) Time- and Quantile-Varying Causality between Investor Attention and Bitcoin Returns: A Rolling-Window Causality-in-Quantiles Approach. Complexity 2021, pages 1-12.
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Thi Thu Ha Nguyen, Muhammad Abubakr Naeem, Faruk Balli, Hatice Ozer Balli & Iqbal Syed. (2021) Information transmission between oil and housing markets. Energy Economics 95, pages 105100.
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Yun Joo An, Paul Moon Sub Choi & Seth H. Huang. 2021. Fintech with Artificial Intelligence, Big Data, and Blockchain. Fintech with Artificial Intelligence, Big Data, and Blockchain 1 34 .
Dejian Yu & Libo Sheng. (2020) Knowledge diffusion paths of blockchain domain: the main path analysis. Scientometrics 125:1, pages 471-497.
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