The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies

Oil price shocks and the return and volatility spillover between industrial and precious metals

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Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis

(2021) Maria de la O. González et al.   International Review of Financial Analysis

Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis

(2021) Zaghum Umar et al.   Pacific-Basin Finance Journal

Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations

(2021) Zaghum Umar et al.   Pacific-Basin Finance Journal

A tale of company fundamentals vs sentiment driven pricing: The case of GameStop

(2021) Zaghum Umar et al.   Journal of Behavioral and Experimental Finance

Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns

(2020) María de la O González et al.   Mathematics

Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis

(2019) Anoop S. Kumar et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Cluster analysis on the structure of the cryptocurrency market via Bitcoin–Ethereum filtering

(2019) Jung Yoon Song et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Twitter financial community sentiment and its predictive relationship to stock market movement

(2015) Steve Y. Yang et al.   QUANTITATIVE FINANCE

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS