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Aineistot 1-5 / 5
When the blockchain does not block : on hackings and uncertainty in the cryptocurrency market
(Taylor & Francis, 2021-02-05)
- article
A total of 1.1 million bitcoins were stolen in the 2013–2017 period. Noting that the average price for a Bitcoin in 2018 was $7572 the corresponding monetary equivalent of losses is $8.9 billion highlighting the societal ...
On the stability of stablecoins
(Elsevier, 2021-09-17)
- article
This paper investigates the volatility processes of stablecoins and their potential stochastic interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal combination for the power law ...
In search of time-varying jumps during the turmoil periods : Evidence from crude oil futures markets
(Elsevier, 2022-08-31)
- article
Prior literature demonstrates that energy prices are characterized by time-varying jumps. However, earlier studies do not investigate if the intensity of such jumps appears to be higher amid periods of extreme volatility ...
Risk spillover between Islamic and conventional banking sectors
(Routledge, 2022-09-30)
- bookPart
To the best of our knowledge, this is the first study to examine the risk spillover between Islamic and conventional banks in Malaysia. Given that Malaysia is one of the most influential countries for Islamic finance, it ...
Climate risk and sustainable investing : New evidence from Chinese renewable energy firms
(Routledge, 2023-12-26)
- bookPart
While numerous empirical papers have investigated the volatility dynamics of Chinese clean energy equity markets, this is among the first studies to assess the impact of climate uncertainty on the risk levels of such assets. ...