...Thu Thi Minh Vu; Linh Ha Nguyen Purpose This study investigates the volatility spillover dynamics between carbon credit market represented by European Union Allowance (EUA) futures and major cryptocurrencies, Bitcoin (BTC) and Ethereum (ETH), during the 2020–2024 period. It aims to understand...

... indexes over cryptocurrency. However, the authors do not find any safe haven properties of ESG, Bitcoin, gold and West Texas Intermediate (WTI). Practical implications The paper offers therefore, practical policy implications for asset managers, central bankers and investors suggesting the pandemic...

...Syed Ali Raza; Larisa Yarovaya; Khaled Guesmi; Nida Shah Purpose This article aims to uncover the impact of Google Trends on cryptocurrency markets beyond Bitcoin during the time of increased attention to altcoins, especially during the COVID-19 pandemic. Design/methodology/approach This paper...

.... Furthermore, this study, instead of a mere examination of the presence of calendar effects, has evaluated the potential of calendar effects to produce extra returns through trading strategies. Calendar anomalies Adaptive market hypothesis Market efficiency Cryptocurrency Bitcoin The AMH...

...Rania Zghal; Ahmed Ghorbel Purpose In this paper, our aim is to estimate the time varying correlations between Bitcoin, VIX futures and CDS indexes and to examine in what ways these assets can act as beneficial hedge and safe haven mechanisms, useful for facing, or attenuating, the major world...