Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Azza Bejaoui"'
Publikováno v:
Digital Business, Vol 4, Iss 2, Pp 100077- (2024)
Given that the interconnections of NFT and DeFi digital assets with other stablecoins still not sufficiently studied, this paper is two-fold. We first examine the dynamic conditional correlation between gold-backed cryptocurrencies and NFTs and DeFi
Externí odkaz:
https://doaj.org/article/a5bbe85aae0d4bf5b1e8f8b35de345ad
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 619:128720
Publikováno v:
Journal of Telecommunications and the Digital Economy. 9:69-90
In this paper, we try to investigate the contribution of digitalization on economic growth in both developed and developing countries over the period 1990-2020. For this end, different econometric tools are applied on a panel dataset. Overall, we sho
Publikováno v:
Decisions in Economics and Finance
Whereas much research has largely investigated the safe haven, diversifier and hedge proprieties of cryptocurrency, very few papers have analyzed the hedging issue of cryptocurrency with other assets. As such, this paper attempts to investigate the p
Publikováno v:
International Journal of Finance & Economics. 26:6149-6155
Publikováno v:
Annals of Data Science. 8:837-859
The analysis of time-varying correlation between stock prices and exchange rates in the context of international investments has been well researched in the literature in last few years. In this paper, we study the interdependence of exchange rates a
Publikováno v:
Studies in Economics and Finance. 37:585-604
Purpose In this paper, the authors seek to investigate the dynamics of Bitcoin, Litecoin, Ethereum and Ripple daily returns and volatilities. Design/methodology/approach In this paper, the authors apply the MS-ARMA model on daily returns of Bitcoin (
Publikováno v:
Heliyon, Vol 7, Iss 9, Pp e08028-(2021)
Heliyon
Heliyon
In this paper, we attempt to investigate the efficiency of emerging stock markets by considering the advent of dramatic country-specific events. In other words, we analyze and rank the weak-form efficiency levels of emerging stock markets based on a
Publikováno v:
Heliyon
Heliyon, Vol 7, Iss 7, Pp e07539-(2021)
Heliyon, Vol 7, Iss 7, Pp e07539-(2021)
In this paper, we attempt to analyze the dynamic interplay between Bitcoin, social media, and the Covid-19 health crisis. For this end, we apply the fractional autoregressive vector model, fractional error correction model and impulse response functi
Publikováno v:
SN Business & Economics. 1
The Tunisian economy was affected by political and financial instability after the 14 January revolution which led to a fall in investment and a rise in the inflation rate. In this paper, we attempt to estimate the nonlinear reaction function of the