Regime specific spillover across cryptocurrencies and the role of COVID-19 [0.03%]
新冠疫情下的数字货币间的溢出效应及制度因素的影响分析
Syed Jawad Hussain Shahzad,Elie Bouri,Sang Hoon Kang et al.
Syed Jawad Hussain Shahzad et al.
The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov reg...
Forecasting and trading cryptocurrencies with machine learning under changing market conditions [0.03%]
基于机器学习的数字货币预测与交易（动态市场条件）
Helder Sebastião,Pedro Godinho
Helder Sebastião
This study examines the predictability of three major cryptocurrencies-bitcoin, ethereum, and litecoin-and the profitability of trading strategies devised upon machine learning techniques (e.g., linear models, random forests, and support ve...
Introduction to the special issue on analytical and decision-making technique innovation in financial market [0.03%]
金融市场分析与决策技术创新专题介绍
Liang Xu,Liuren Wu,Xiao Li et al.
Liang Xu et al.
Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic [0.03%]
基于高频数据发现主要加密货币之间的相互联系：来自COVID-19大流行的最新证据
Imran Yousaf,Shoaib Ali
Imran Yousaf
Through the application of the VAR-AGARCH model to intra-day data for three cryptocurrencies (Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover between these cryptocurrencies during the pre-COVID-19 p...
Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries [0.03%]
来自G7国家的新证据：油价冲击与股票收益之间的溢出效应和分位数关联性
Yonghong Jiang,Gengyu Tian,Bin Mo
Yonghong Jiang
The link between crude oil price and stock returns of the Group of Seven (G7) countries (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States) was analyzed in this study using monthly data from January 1999 to Ma...
The macroeconomic effects of COVID-19 in Montenegro: a Bayesian VARX approach [0.03%]
巴依esianVARX方法分析新冠疫情对黑山宏观经济的影响
Gordana Djurovic,Vasilije Djurovic,Martin M Bojaj
Gordana Djurovic
This study examines, diagnoses, and assesses appropriate macroeconomic policy responses of the Montenegrin Government to the outbreak of COVID-19. The model econometrically measures the macroeconomic costs using a Bayesian VARX Litterman/Mi...