Advanced search
Publication Cover
Applied Economics Letters Volume 30, 2023 - Issue 21
Submit an article Journal homepage
474
Views
3
CrossRef citations to date
0
Altmetric
Research Article

Price co-movements in decentralized financial markets

Seongwan Parka Department of Industrial Engineering, Seoul National University, Seoul, KoreaView further author information
,
Seungju Leea Department of Industrial Engineering, Seoul National University, Seoul, KoreaView further author information
,
Yunyoung Leea Department of Industrial Engineering, Seoul National University, Seoul, KoreaView further author information
,
Hyungjin Koa Department of Industrial Engineering, Seoul National University, Seoul, KoreaORCID Iconhttps://orcid.org/0000-0001-6564-733XView further author information
ORCID Icon,
Bumho Sona Department of Industrial Engineering, Seoul National University, Seoul, KoreaView further author information
,
Jaewook Leea Department of Industrial Engineering, Seoul National University, Seoul, KoreaView further author information
&
Huisu Jangb School of Finance, Soongsil University, Seoul, KoreaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-3045-2193View further author information
ORCID Icon show all
Pages 3075-3082 | Published online: 06 Sep 2022

References

  • Alquist, R., S. Bhattarai, and O. Coibion. 2020. “Commodity-Price Comovement and Global Economic Activity.” Journal of Monetary Economics 112: 41–56. doi:10.1016/j.jmoneco.2019.02.004.
  • Blau, B. M., T. Griffith, and R. J. Whitby. 2020. “Comovement in the Cryptocurrency Market.” Economics Bulletin 400 (1): 1.
  • Bonanno, G., F. Lillo, and R. N. Mantegna. 2001. “High-Frequency Cross-Correlation in a Set of Stocks.”
  • Cheng, I.-H., and W. Xiong. 2014. “Financialization of Commodity Markets.” Annual Review of Financial Economics 60 (1): 419–441.
  • Corbet, S., J. W. Goodell, and S. Günay. 2022. “What Drives Defi Prices? Investigating the Effects of Investor Attention.” Finance Research Letters 48: 102883. doi:10.1016/j.frl.2022.102883.
  • Engsted, T., and C. Tanggaard. 2007. “The Comovement of Us and German Bond Markets.” International Review of Financial Analysis 160 (2): 172–182.
  • Kaleem, M., and W. Shi. 2021 “Demystifying Pythia: A Survey of Chainlink Oracles Usage on Ethereum”. arXiv preprint arXiv:2101.06781.
  • Karim, S., B. M. Lucey, M. A. Naeem, and G. S. Uddin. 2022. “Examining the Interrelatedness of Nfts, Defi Tokens and Cryptocurrencies.” Finance Research Letters 47 102696.
  • Katsiampa, P. 2019. “Volatility Co-Movement Between Bitcoin and Ether.” Finance Research Letters 30: 221–227. doi:10.1016/j.frl.2018.10.005.
  • Longin, F., and B. Solnik. 2001. “Extreme Correlation of International Equity Markets.” The Journal of Finance 560 (2): 649–676.
  • Pukthuanthong, K., and R. Roll. 2009. “Global Market Integration: An Alternative Measure and Its Application.” Journal of Financial Economics 940 (2): 214–232.
  • Tang, K., and W. Xiong. 2012. “Index Investment and the Financialization of Commodities.” Financial Analysts Journal 680 (6): 54–74.
  • Zaremba, A., G. D. Kambouris, and A. Karathanasopoulos. 2019. “Two Centuries of Global Financial Market Integration: Equities, Government Bonds, Treasury Bills, and Currencies.” Economics Letters 182: 26–29. doi:10.1016/j.econlet.2019.05.043.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.