Advanced search
Publication Cover
Applied Economics Letters Volume 31, 2024 - Issue 7
Submit an article Journal homepage
234
Views
3
CrossRef citations to date
0
Altmetric
Research Article

The impact of regulatory ban on connectedness of cryptocurrency market

Cong Yua School of Information Management and Engineering, Shanghai University of Finance and Economics, Shanghai, China;c Shanghai Key Laboratory of Financial Information Technology, Shanghai, ChinaCorrespondence[email protected]
&
Yun Chenb School of Finance, Shanghai University of Finance and Economics, Shanghai, China;c Shanghai Key Laboratory of Financial Information Technology, Shanghai, China
Pages 654-660 | Published online: 03 Nov 2022

References

  • Bai, J., and P. Perron. 2003. “Computation and Analysis of Multiple Structural Change Models.” Journal of Applied Econometrics 18 (1): 1–22. doi:10.1002/jae.659.
  • Benlagha, N., and S. El Omari. 2022. “Connectedness of Stock Markets with Gold and Oil: New Evidence from COVID-19 Pandemic.” Finance Research Letters 46:102373. doi:10.1016/j.frl.2021.102373.
  • Chen, C., and L. Liu. 2022. “How Effective is China’s Cryptocurrency Trading Ban?” Finance Research Letters 46: 102429. doi:10.1016/j.frl.2021.102429.
  • Diebold, F. X., and K. Yılmaz. 2014. “On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.” Journal of Econometrics 182 (1): 119–134. doi:10.1016/j.jeconom.2014.04.012.
  • Dong, H., L. Chen, X. Zhang, P. Failler, and S. Xu. 2020. “The Asymmetric Effect of Volatility Spillover in Global Virtual Financial Asset Markets: The Case of Bitcoin.” Emerging Markets Finance and Trade 56 (6): 1293–1311. doi:10.1080/1540496X.2019.1671819.
  • Fousekis, P., and D. Tzaferi. 2021. “Returns and Volume: Frequency Connectedness in Cryptocurrency Markets.” Economic Modelling 95: 13–20. doi:10.1016/j.econmod.2020.11.013.
  • Fry, J., and E.-T. Cheah. 2016. “Negative Bubbles and Shocks in Cryptocurrency Markets.” International Review of Financial Analysis 47: 343–352. doi:10.1016/j.irfa.2016.02.008.
  • Gabauer, D. 2020. “Volatility Impulse Response Analysis for DCC-GARCH Models: The Role of Volatility Transmission Mechanisms.” Journal of Forecasting 39 (5): 788–796. doi:10.1002/for.2648.
  • Koutmos, D. 2018. “Return and Volatility Spillovers Among Cryptocurrencies.” Economics Letters 173: 122–127. doi:10.1016/j.econlet.2018.10.004.
  • Liu, J., and A. Serletis. 2019. “Volatility in the Cryptocurrency Market.” Open Economies Review 30 (4): 779–811. doi:10.1007/s11079-019-09547-5.
  • Mensi, W., K. H. Al-Yahyaee, I. M. Wanas Al-Jarrah, X. V. Vo, and S. H. Kang. 2021. “Does Volatility Connectedness Across Major Cryptocurrencies Behave the Same at Different Frequencies? A Portfolio Risk Analysis.” International Review of Economics & Finance 76: 96–113. doi:10.1016/j.iref.2021.05.009.
  • Moratis, G. 2021. “Quantifying the Spillover Effect in the Cryptocurrency Market.” Finance Research Letters 38: 101534. doi:10.1016/j.frl.2020.101534.
  • Naeem, M. A., S. Qureshi, M. U. Rehman, and F. Balli. 2022. “COVID-19 and Cryptocurrency Market: Evidence from Quantile Connectedness.” Applied Economics 54 (3): 280–306. doi:10.1080/00036846.2021.1950908.
  • Náñez Alonso, S. L., J. Jorge-Vázquez, M. Á. Echarte Fernández, and R. F. Reier Forradellas. 2021. “Cryptocurrency Mining from an Economic and Environmental Perspective. Analysis of the Most and Least Sustainable Countries.” Energies 14 (14): 4254. doi:10.3390/en14144254.
  • Urom, C., G. Ndubuisi, G. Del Lo, and D. Yuni. 2022. “Global Commodity and Equity Markets Spillovers to Africa During the COVID-19 Pandemic.” Emerging Markets Review 100948. doi:10.1016/j.ememar.2022.100948.
  • Yi, S., Z. Xu, and G.-J. Wang. 2018. “Volatility Connectedness in the Cryptocurrency Market: Is Bitcoin a Dominant Cryptocurrency?” International Review of Financial Analysis 60: 98–114. doi:10.1016/j.irfa.2018.08.012.
  • Zhang, S., and A. Gregoriou. 2020. “The Price and Liquidity Impact of China Forbidding Initial Coin Offerings on the Cryptocurrency Market.” Applied Economics Letters 27 (20): 1695–1698. doi:10.1080/13504851.2020.1713979.

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.