12
H index
13
i10 index
815
Citations
Universitat Rovira I Virgili Tarragona | 12 H index 13 i10 index 815 Citations RESEARCH PRODUCTION: 39 Articles 27 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Aurelio F. Bariviera. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| Papers / arXiv.org | 24 |
| Working Papers / Universitat Rovira i Virgili, Department of Economics | 3 |
| Year | Title of citing document |
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| 2024 | On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2024). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386. Full description at Econpapers || Download paper |
| 2025 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper |
| 2024 | A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic. (2024). Lan, Wenjie. In: Papers. RePEc:arx:papers:2412.19983. Full description at Econpapers || Download paper |
| 2025 | Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825. Full description at Econpapers || Download paper |
| 2024 | Univariate Measures of Persistence: A Comparative Analysis. (2024). Orraca, Maria Jose ; Martinez-Ramirez, Francisco J ; Arango-Castillo, Lenin. In: Working Papers. RePEc:bdm:wpaper:2024-11. Full description at Econpapers || Download paper |
| 2024 | Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16. Full description at Econpapers || Download paper |
| 2025 | Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150. Full description at Econpapers || Download paper |
| 2024 | Fractal properties, information theory, and market efficiency. (2024). Brouty, Xavier ; Garcin, Matthieu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948. Full description at Econpapers || Download paper |
| 2024 | Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Seo, Myung Hwan ; Koo, Bonsoo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828. Full description at Econpapers || Download paper |
| 2024 | The impact of late payments on SMEs’ access to finance: Evidence from credit rationing and loan terms. (2024). Kaya, Orcun. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002530. Full description at Econpapers || Download paper |
| 2024 | Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147. Full description at Econpapers || Download paper |
| 2024 | Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x. Full description at Econpapers || Download paper |
| 2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper |
| 2024 | Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566. Full description at Econpapers || Download paper |
| 2025 | Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146. Full description at Econpapers || Download paper |
| 2025 | Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002726. Full description at Econpapers || Download paper |
| 2024 | The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Xue, Minggao ; Ye, Jing ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646. Full description at Econpapers || Download paper |
| 2025 | Explainable-machine-learning-based online transaction analysis of China property rights exchange capital market. (2025). Zhou, YU ; Guo, Zitong ; Zhang, Zihe. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001851. Full description at Econpapers || Download paper |
| 2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
| 2024 | Reflections of public perception of Russia-Ukraine conflict and Metaverse on the financial outlook of Metaverse coins: Fresh evidence from Reddit sentiment analysis. (2024). Garcia-Rubio, Noelia ; Gamez, Matias ; Ghosh, Indranil ; Alfaro-Cortes, Esteban. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001479. Full description at Econpapers || Download paper |
| 2024 | Presenting a new deep learning-based method with the incorporation of error effects to predict certain cryptocurrencies. (2024). Pourmansouri, Rezvan ; Ahmadpour, Bahador ; Fallah, Mir Feiz. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924003983. Full description at Econpapers || Download paper |
| 2024 | Index tracking using shapley additive explanations and one-dimensional pointwise convolutional autoencoders. (2024). de Smedt, Johannes ; Zhang, Yanyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004198. Full description at Econpapers || Download paper |
| 2024 | Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis. (2024). Ali, Shoaib ; Yousaf, Imran ; Abrar, Afsheen ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005982. Full description at Econpapers || Download paper |
| 2024 | Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras. (2024). Dimitriadis, Konstantinos A ; Savva, Christos S ; Koursaros, Demetris. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006252. Full description at Econpapers || Download paper |
| 2025 | Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488. Full description at Econpapers || Download paper |
| 2024 | A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352. Full description at Econpapers || Download paper |
| 2024 | Bitcoin attention and economic policy uncertainty. (2024). Ordóñez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Ordoez, Javier ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114. Full description at Econpapers || Download paper |
| 2024 | The impact of the war in Ukraine on the idiosyncratic risk and the market risk. (2024). le Saout, Erwan ; Soliman, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012679. Full description at Econpapers || Download paper |
| 2024 | Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223. Full description at Econpapers || Download paper |
| 2024 | Investor attention and GameFi returns: A transfer entropy analysis. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000771. Full description at Econpapers || Download paper |
| 2024 | Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x. Full description at Econpapers || Download paper |
| 2024 | Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization. (2024). Yang, Changyu ; Liu, Shiang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011796. Full description at Econpapers || Download paper |
| 2025 | Can joint modelling of external variables sampled at different frequencies enhance long-term Bitcoin volatility forecasts?. (2025). Ilgin, Cihan ; Zdemir, Mehmet Ozan ; Aras, Serkan. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017082. Full description at Econpapers || Download paper |
| 2025 | Financial literacy of ChatGPT: Evidence through financial news. (2025). Gao, Xuechen ; Chiu, Ya-Ling ; Liu, Hung-Chun ; Zhai, Qiong. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003514. Full description at Econpapers || Download paper |
| 2024 | Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x. Full description at Econpapers || Download paper |
| 2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper |
| 2024 | Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Sarker, Tapan ; Prentice, Catherine ; Shams, Syed ; Peng, Sanshao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017. Full description at Econpapers || Download paper |
| 2024 | Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898. Full description at Econpapers || Download paper |
| 2024 | Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). NEKHILI, Ramzi ; Kristjanpoller, Werner ; Bouri, Elie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979. Full description at Econpapers || Download paper |
| 2024 | Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network. (2024). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Chu, Jeffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:647:y:2024:i:c:s0378437124004011. Full description at Econpapers || Download paper |
| 2024 | Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223. Full description at Econpapers || Download paper |
| 2025 | Multi-period impacts and network connectivity of cryptocurrencies to international stock markets. (2025). Tao, Chen ; Zhong, Guang-Yan ; Li, Jiang-Cheng ; Xu, Yi-Zhen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008094. Full description at Econpapers || Download paper |
| 2025 | Novel symbolic detection for flight-to-safety in Bitcoin and investigation of information flow dynamics alongside multiple markets. (2025). Xiao, DI ; Wang, Yuhan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s037843712500010x. Full description at Econpapers || Download paper |
| 2025 | Multiscale topological analysis of virtual currency price series. (2025). Bian, Ailian ; Li, Chunzi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000275. Full description at Econpapers || Download paper |
| 2025 | Long-range correlations in cryptocurrency markets: A multi-scale DFA approach. (2025). Al-Jaifi, Hamdan ; Schinckus, Christophe ; Bui, Huy Quoc. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:661:y:2025:i:c:s037843712500069x. Full description at Econpapers || Download paper |
| 2025 | The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792. Full description at Econpapers || Download paper |
| 2025 | Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory. (2025). Mattera, Raffaele ; Gonzlez, Laura Molero ; Cerqueti, Roy ; Snchez, Miguel Ngel ; Trinidad, Juan Evangelista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001256. Full description at Econpapers || Download paper |
| 2025 | Spillovers between cryptocurrency, DeFi, carbon, and energy markets: A frequency quantile-on-quantile perspective. (2025). Gk, Remzi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001601. Full description at Econpapers || Download paper |
| 2024 | Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140. Full description at Econpapers || Download paper |
| 2024 | Are simple technical trading rules profitable in bitcoin markets?. (2024). Frömmel, Michael ; Deprez, Niek ; Frommel, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:858-874. Full description at Econpapers || Download paper |
| 2025 | Music stocks and music tokens: Extreme connectedness and portfolio applications. (2025). Ustaoglu, Buse. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000358. Full description at Econpapers || Download paper |
| 2025 | Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017. Full description at Econpapers || Download paper |
| 2025 | Cryptocurrency research: Bibliometric review and content analysis. (2025). Tripathy, Naliniprava ; Atree, Manish Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001030. Full description at Econpapers || Download paper |
| 2024 | Hidden effects of Brexit. (2024). Pisera, Stefano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002842. Full description at Econpapers || Download paper |
| 2024 | Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Zhang, Pengcheng ; Xu, Kunpeng ; Qi, Jiayin ; Kong, Deli. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x. Full description at Econpapers || Download paper |
| 2025 | A hybrid deep learning model for cryptocurrency returns forecasting: Comparison of the performance of financial markets and impact of external variables. (2025). Jirou, Ismail ; Jebabli, Ikram ; Lahiani, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003684. Full description at Econpapers || Download paper |
| 2025 | Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921. Full description at Econpapers || Download paper |
| 2025 | Online investor sentiment in the financial futures markets. (2025). Bahloul, Walid ; Dammak, Wael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005014. Full description at Econpapers || Download paper |
| 2025 | Tokens and cryptocurrencies: Evidence from asymmetric frequency connectedness approach. (2025). Mbarek, Marouene ; Msolli, Badreddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001400. Full description at Econpapers || Download paper |
| 2025 | Exploring the hedging performance of non-fungible token: Novel evidence from world uncertainty. (2025). Qin, Meng ; Su, Chi-Wei ; Umar, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001874. Full description at Econpapers || Download paper |
| 2024 | Crypto market relationships with bric countries uncertainty – A wavelet-based approach. (2024). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose ; Gaio, Cristina. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007631. Full description at Econpapers || Download paper |
| 2024 | Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil. (2024). Yarovaya, Larisa ; Colombo, Jéfferson. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x24000162. Full description at Econpapers || Download paper |
| 2024 | DIY google trends indicators in social sciences: A methodological note. (2024). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000253. Full description at Econpapers || Download paper |
| 2025 | Assessing the resilience of urban truck transport networks under the COVID-19 pandemic: A case study of China. (2025). Yang, Yitao ; Wang, Hao ; Song, Dongdong ; Zhi, Danyue ; Meng, Xin ; Chen, Yan ; Liu, Erjian. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:197:y:2025:i:c:s1366554525001280. Full description at Econpapers || Download paper |
| 2025 | Optimisation of Cryptocurrency Trading Using the Fractal Market Hypothesis with Symbolic Regression. (2025). Blackledge, Jonathan. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:4:p:22-:d:1764730. Full description at Econpapers || Download paper |
| 2024 | Optimizing Cryptocurrency Returns: A Quantitative Study on Factor-Based Investing. (2024). Seabe, Phumudzo Lloyd ; Pindza, Edson ; Bambe, Claude Rodrigue. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:9:p:1351-:d:1385677. Full description at Econpapers || Download paper |
| 2025 | Importance Classification Method for Signalized Intersections Based on the SOM-K-GMM Clustering Algorithm. (2025). Yang, Ziyi ; Sun, Feng ; Zhou, Bin ; Jiao, Fangtong ; Guo, Dong ; Chen, Yang. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:7:p:2827-:d:1618242. Full description at Econpapers || Download paper |
| 2024 | Learning smooth graphs with sparse temporal variations to explore long-term financial trends. (2024). PARENT, Antoine ; BASTIDON, Cécile ; Abry, Patrice ; Jensen, Pablo ; Borgnat, Pierre ; Bontonou, Myriam. In: Post-Print. RePEc:hal:journl:hal-04731912. Full description at Econpapers || Download paper |
| 2025 | Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak. (2025). Su, Fei ; Wang, Feifan ; Xu, Yahua. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09452-z. Full description at Econpapers || Download paper |
| 2025 | Relation Between Digital Currencies and Other Financial Markets: A Non-Linear and Multivariate Analysis. (2025). Sah, Abhishek ; Patra, Biswajit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09466-7. Full description at Econpapers || Download paper |
| 2024 | Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Bassil, Charbel ; Kassamany, Talie ; Baz, Roland ; Harb, Etienne. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7. Full description at Econpapers || Download paper |
| 2024 | Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis. (2024). Khan, Khalid ; Meng, Kai. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10402-6. Full description at Econpapers || Download paper |
| 2024 | Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies. (2024). Pooya, Alireza ; Roozkhosh, Pardis. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10477-1. Full description at Econpapers || Download paper |
| 2024 | High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets. (2024). Fernndez-Gmez, Manuel A ; Salas, Mara Beln ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10502-3. Full description at Econpapers || Download paper |
| 2024 | Enhancing financial risk prediction with symbolic classifiers: addressing class imbalance and the accuracy–interpretability trade–off. (2024). Garca, Vicente ; Mena, Luis J ; Martnez-Pelez, Rafael ; Ochoa-Brust, Alberto ; Velarde-Alvarado, Pablo ; Ostos, Rodolfo ; Flix, Vanessa G. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04047-5. Full description at Econpapers || Download paper |
| 2024 | A methodological framework for exploring SME finance with SAFE data. (2024). Morales, Luca ; Finnegan, Marie. In: PLOS ONE. RePEc:plo:pone00:0307361. Full description at Econpapers || Download paper |
| 2025 | Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Aslanidis, Nektarios ; Bariviera, Aurelio ; Sarafidis, Vasilis ; Kapetanios, George. In: MPRA Paper. RePEc:pra:mprapa:125124. Full description at Econpapers || Download paper |
| 2025 | Climate risk and bank lending in South Africa. (2025). Piser, Stefano ; Nieri, Laura ; Chiappini, Helen. In: Working Papers. RePEc:rbz:wpaper:11086. Full description at Econpapers || Download paper |
| 2025 | Asymmetric Laplace scale mixtures for the distribution of cryptocurrency returns. (2025). Punzo, Antonio ; Bagnato, Luca. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:2:d:10.1007_s11634-024-00606-5. Full description at Econpapers || Download paper |
| 2025 | Clustering and classification of spatio-temporal data using spatial dynamic panel data models. (2025). Giordano, Francesco ; Milito, Sara ; Niglio, Marcella ; Parrella, Maria Lucia ; Feo, Giuseppe. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:2:d:10.1007_s11634-024-00620-7. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5. Full description at Econpapers || Download paper |
| 2025 | Prediction and decoding of metaverse coin dynamics: a granular quest using MODWT-Facebook’s prophet-TBATS and XAI methodology. (2025). Abedin, Mohammad Zoynul ; Megaravalli, Amith Vikram ; Ghosh, Indranil ; Topuz, Kazim. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:3:d:10.1007_s10479-025-06491-1. Full description at Econpapers || Download paper |
| 2024 | Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1. Full description at Econpapers || Download paper |
| 2025 | Quantile connectivity between cryptocurrency, commodities, gold and BRICS index: what is the best investment strategy?. (2025). Jarboui, Anis ; Bouzguenda, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00290-y. Full description at Econpapers || Download paper |
| 2024 | Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x. Full description at Econpapers || Download paper |
| 2024 | The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y. Full description at Econpapers || Download paper |
| 2024 | Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset. (2024). Lahmiri, Salim. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00628-0. Full description at Econpapers || Download paper |
| 2024 | Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic. (2024). Khosravi, Reza ; Ghazani, Majid Mirzaee ; Momeni, Ali Akbar. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00645-z. Full description at Econpapers || Download paper |
| 2025 | Unlocking the diversification benefits of DeFi for ASEAN stock market portfolios: a quantile study. (2025). Ali, Shoaib ; Manel, Youssef. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00678-4. Full description at Econpapers || Download paper |
| 2025 | Causal estimation of FTX collapse on cryptocurrency: a counterfactual prediction analysis. (2025). Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00690-8. Full description at Econpapers || Download paper |
| 2025 | Analyzing Volatility Patterns of Bitcoin Using the GARCH Family Models. (2025). Oliveira, Benilde ; Leal, Cristiana Cerqueira ; Muneer, Saqib. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:2:d:10.1007_s43069-025-00482-5. Full description at Econpapers || Download paper |
| 2024 | Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns. (2024). Cepni, Oguzhan ; Serbest, Ozge ; Akyildirim, Erdinc ; Aysan, Ahmet Faruk. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:14:p:1577-1613. Full description at Econpapers || Download paper |
| 2025 | Exploring the Role of Financial Literacy in Enhancing Firm Access to Finance: Insights from Romania. (2025). Mihaela, Neagu-Iorga ; Simona-Mihaela, Ichim. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:2482-2494:n:1020. Full description at Econpapers || Download paper |
| 2025 | Regulation, Corruption, and Decentralized Autonomous Organizations: Insights from Bitcoin Trading and Platform Founding Between 2011 and 2023. (2025). Isaak, Andrew ; Istipliler, Baris ; Bort, Suleika ; Woywode, Michael. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:329626. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Data manipulation detection via permutation information theory quantifiers In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Thermodynamics of firms growth In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | LIBOR troubles: anomalous movements detection based on Maximum Entropy In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | LIBOR troubles: Anomalous movements detection based on maximum entropy.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | The (in)visible hand in the Libor market: an Information Theory approach In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2015 | The (in)visible hand in the Libor market: an information theory approach.(2015) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2015 | A permutation Information Theory tour through different interest rate maturities: the Libor case In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Efficiency and credit ratings: a permutation-information-theory analysis In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Libor at crossroads: stochastic switching detection using information theory quantifiers In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Libor at crossroads: Stochastic switching detection using information theory quantifiers.(2016) In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2016 | The impact of the financial crisis on the long-range memory of European corporate bond and stock markets In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | The impact of the financial crisis on the long-range memory of European corporate bond and stock markets.(2018) In: Empirica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2016 | CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS.(2016) In: Fuzzy Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2017 | Simplifying credit scoring rules using LVQ+PSO In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Some stylized facts of the Bitcoin market In: Papers. [Full Text][Citation analysis] | paper | 232 |
| 2017 | Some stylized facts of the Bitcoin market.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 232 | article | |
| 2017 | The inefficiency of Bitcoin revisited: a dynamic approach In: Papers. [Full Text][Citation analysis] | paper | 197 |
| 2017 | The inefficiency of Bitcoin revisited: A dynamic approach.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | article | |
| 2018 | Spurious seasonality detection: a non-parametric test proposal In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Spurious Seasonality Detection: A Non-Parametric Test Proposal.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2018 | Stock returns forecast: an examination by means of Artificial Neural Networks In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers In: Papers. [Full Text][Citation analysis] | paper | 27 |
| 2019 | An analysis of cryptocurrencies conditional cross correlations In: Papers. [Full Text][Citation analysis] | paper | 68 |
| 2019 | An analysis of cryptocurrencies conditional cross correlations.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
| 2019 | A bibliometric analysis of Bitcoin scientific production In: Papers. [Full Text][Citation analysis] | paper | 28 |
| 2019 | A bibliometric analysis of bitcoin scientific production.(2019) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2020 | One model is not enough: heterogeneity in cryptocurrencies multifractal profiles In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles.(2021) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2021 | WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS.(2021) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2020 | Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2022 | Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent.(2022) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2020 | Are cryptocurrencies becoming more interconnected? In: Papers. [Full Text][Citation analysis] | paper | 32 |
| 2021 | Are cryptocurrencies becoming more interconnected?.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2020 | Are cryptocurrencies becoming more interconnected?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2021 | The link between Bitcoin and Google Trends attention In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Time-frequency co-movements between commodities and economic policy uncertainty across different crises In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | An information theory perspective on the informational efficiency of gold price In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 13 |
| 2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2012 | A comparative analysis of the informational efficiency of the fixed income market in seven European countries In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
| 2023 | Data vs. information: Using clustering techniques to enhance stock returns forecasting In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2022 | The link between cryptocurrencies and Google Trends attention In: Finance Research Letters. [Full Text][Citation analysis] | article | 27 |
| 2021 | The link between cryptocurrencies and Google Trends attention.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2011 | The influence of liquidity on informational efficiency: The case of the Thai Stock Market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
| 2012 | On the efficiency of sovereign bond markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 36 |
| 2016 | Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
| 2023 | Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2023 | Disentangling the impact of economic and health crises on financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2024 | Do online attention and sentiment affect cryptocurrencies’ correlations? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds In: The Economic and Social Review. [Full Text][Citation analysis] | article | 9 |
| 2020 | Credit Crunch or Loan Demand Shortage: What Is the Problem with the SMEs’ Financing? In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 2 |
| 2007 | IMMUNIZATION STRATEGY IN A FUZZY ENVIRONMENT In: Fuzzy Economic Review. [Citation analysis] | article | 0 |
| 2012 | VARIABLE POPULATION MOPSO APPLIED TO MEDICAL VISITS In: Fuzzy Economic Review. [Citation analysis] | article | 0 |
| 2012 | ADVANTAGES OF USING SELF-ORGANIZING MAPS TO ANALYSE STUDENT EVALUATIONS OF TEACHING In: Fuzzy Economic Review. [Citation analysis] | article | 1 |
| 2019 | SME Steeplechase: When Obtaining Money Is Harder Than Innovating In: IJFS. [Full Text][Citation analysis] | article | 3 |
| 2024 | What Matters for Comovements among Gold, Bitcoin, CO 2 , Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises? In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2019 | Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2023 | Methodology for the Identification of Vehicle Congestion Based on Dynamic Clustering In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2022 | Forecasting high-frequency stock returns: a comparison of alternative methods In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2013 | Revisiting the European sovereign bonds with a permutation-information-theory approach In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 1 |
| 2020 | Weekly dynamic conditional correlations among cryptocurrencies and traditional assets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | A meta‐analysis of SMEs literature based on the survey on access to finance of enterprises of the European central bank In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2024 | QUANTIFYING THE COVID-19 SHOCK IN CRYPTOCURRENCIES In: FRACTALS (fractals). [Full Text][Citation analysis] | article | 1 |
| 2022 | Dynamic grouping of vehicle trajectories In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team