Time varying risk aversion and its connectedness: evidence from cryptocurrencies

QR Code

Time varying risk aversion and its connectedness: evidence from cryptocurrencies

Changing patterns of risk aversion may follow a non-linear counter-cyclical process. However, the evidence so far has not considered developing cryptocurrency markets. Given some unique features of cryptocurrencies, it is interesting to distinguish how these assets differ from traditional products....

Full description

Bibliographic Details
Main Authors:	Corbet, S., Hou, Y., Hu, Y., Oxley, Leslie
Format:	Journal Article
Published:	Springer Nature 2024
Online Access:	http://hdl.handle.net/20.500.11937/97469

Similar Items

Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets
by: Hu, Y., et al.
Published: (2024)

Green bonds and traditional and emerging investments: Understanding connectedness during crises
by: Xu, D., et al.
Published: (2024)

Volatility connectedness of major cryptocurrency: The role of geopolitical risk
by: Sin, Yi Feng
Published: (2023)

The influence of European MiCa regulation on cryptocurrencies
by: Conlon, T., et al.
Published: (2024)

Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking
by: Corbet, S., et al.
Published: (2023)

Cryptocurrencies: investigation of explosivity, co-explosivity and connectedness to financial markets
by: Mohamed, Mariam Faiha
Published: (2022)

Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures
by: Goodell, J.W., et al.
Published: (2024)

Exploring the connectedness between major volatility indexes and worldwide sustainable investments
by: Xu, D., et al.
Published: (2025)

We Reddit in a Forum: The Influence of Message Boards on Firm Stability
by: Corbet, S., et al.
Published: (2022)

Seeking a shock haven: Hedging extreme upward oil price changes
by: Conlon, T., et al.
Published: (2024)

Bitcoin forks: What drives the branches?
by: Conlon, T., et al.
Published: (2024)

A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms
by: Zhang, M., et al.
Published: (2020)

Bubble contagion: Evidence from Japan's asset price bubble of the 1980-90s
by: Hu, Y., et al.
Published: (2018)

Mean-Variance Asset Liability Management with State-Dependent Risk Aversion
by: Zhang, Y., et al.
Published: (2017)

Understanding sentiment shifts in central bank digital currencies
by: Conlon, T., et al.
Published: (2024)

Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk
by: Conlon, T., et al.
Published: (2024)

Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
by: Hu, Y., et al.
Published: (2017)

two stage stochastic optimization with risk measures and risk aversity
by: Sun, Jie
Published: (2013)

Bubbles in US regional house prices: evidence from house price–income ratios at the State level
by: Hu, Y., et al.
Published: (2018)

Gender Differences in Risk Aversion: Empirical Study from Cypriot Society
by: Anastasiou, Eleni
Published: (2009)

Robust two-stage stochastic linear optimization with risk aversion
by: Ling, A., et al.
Published: (2017)

Is aversive learning a marker of risk for anxiety disorders in children?
by: Craske, M., et al.
Published: (2008)

Conditional cooperation and betrayal aversion
by: Cubitt, Robin, et al.
Published: (2017)

Dynamic volatility modelling of cryptocurrencies using time-varying transition probability Markov switching models / Tan Chia Yen
by: Tan , Chia Yen
Published: (2021)

Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?
by: Hu, Y., et al.
Published: (2018)

Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency analysis
by: Wan, Jieru
Published: (2022)

Personality traits, risk aversion and endowment effects on residential mobility outcomes
by: Clark, W.A.V., et al.
Published: (2023)

From JAD to integrative connectedness
by: Klass, Des, et al.
Published: (2003)

Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages
by: Conlon, T., et al.
Published: (2024)

The effects of connectedness on health-promoting and health-compromising behaviors in adolescents: evidence from a statewide survey
by: Yang, Fang, et al.
Published: (2014)

Psychological risk, security risk and perceived risk of the cryptocurrency usage
by: Mirza, Agus Muhammad, et al.
Published: (2023)

Does liquidity drive stock market returns? the role of investor risk aversion
by: Zhang, Qingjing, et al.
Published: (2021)

The Dark Side and Bright Side of Political Connectedness: Evidence from Corrupt Firms
by: Leung, Tak Yan, et al.
Published: (2019)

The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode
by: Cioroianu, I., et al.
Published: (2024)

On fuzzy semi-connectedness
by: Chaudhuri, A.K., et al.
Published: (1996)

The efficiency of cryptocurrency in portfolio diversification: evidence from the Covid-19 pandemic
by: Boodhun, Heshina
Published: (2022)

Volatility forecasting in Bull and Bear Cycles: Evidence from the Cryptocurrency Market
by: Morris, Jack
Published: (2021)

An experimental investigation of the impact of experience on loss aversion
by: Lindsay, Luke
Published: (2009)

Essays on inequality aversion, conditional cooperation, and punishment
by: Beranek, Benjamin
Published: (2017)

Cryptocurrency from Shariah perspective
by: Oziev, Gapur, et al.
Published: (2018)

Cannot write session to /tmp/vufind_sessions/sess_9r7gijljljt7k0ufk104uij28u