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2. Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland.
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3. Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A.
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4. Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han.
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5. A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio.
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7. Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach. (2023). Moussa, Wajdi ; Bejaoui, Azza ; Mgadmi, Nidhal.
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8. Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata.
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9. Bitcoin trading, economic growth, energy use, and CO2 emissions: An advanced panel study of emerging market economies. (2023). Zhang, Cheng ; Hong, Hui.
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10. Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed.
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11. Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y.
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12. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel.
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13. Are GARCH and DCC Values of 10 Cryptocurrencies Affected by COVID-19?. (2022). Gupta, Rakesh ; Yan, Huqin.
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14. An Empirical Study of Volatility in Cryptocurrency Market. (2022). Chaudhary, Rashmi ; Gupta, Hemendra.
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15. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. (2022). Tiwari, Aviral ; Gil-Alana, Luis ; Arthur, Emmanuel Kwesi ; Aikins, Emmanuel Joel.
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16. Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks. (2022). Agan, Busra ; Ozdemir, Huseyin ; Balcilar, Mehmet.
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17. Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility. (2022). Kristjanpoller, Werner ; Tapia, Sebastian.
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18. More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies. (2022). Pereira, Javier ; Jeong, Jiin ; Fung, Kennard.
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19. Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis A ; de Dios, Jose Javier ; Caporale, Guglielmo Maria.
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20. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Le, Tn-Lan.
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21. Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel.
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22. Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel.
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