In this paper, we attempt to analyze the dynamic interplay between Bitcoin, social media, and Covid-19 health crisis. For end, apply fractional autoregressive vector model, error correction model impulse response functions on daily data over period 31/12/2019-30/10/2020. Our results clearly show short- long-term evidence of nexus Bitcoin price, media metrics (Tweets Google Trends) intensity pandemic. As well, pandemic does not impact in long-term. On other hand, positively affects metrics....

Our study analyzes the combined impact of geopolitical risks and investor sentiment on major cryptocurrencies, Bitcoin Ethereum, using monthly data from December 1, 2020, to end April 2025. Through a rigorous econometric approach-including unit root tests (Dickey-Fuller (1979-1981) Perron (1998)), cointegration techniques (Engle Granger (1987) Johansen (1990)), error correction models (ECM VECM)-we examined long- short-term dynamics between cryptocurrencies three indices: sentiment, crypto...

This article examines the causal relationship between stock indices and cryptocurrencies during ongoing Russia-Ukraine war. The econometric investigation covers period from February 24, 2022 to April 12, 2023, focuses on seven market (S&P 500, DAX, CAC40, Nikkei, TSX, MOEX, PFTS) (Bitcoin, Ethereum, Litecoin, Dash, Ripple, DigiByte, XEM). In this article, we investigate how investors react fluctuations in financial assets whether they seek safe havens cryptocurrencies. We use dynamic...

This paper provides a comprehensive review of the literature on dual effect financial liberalization over more than three decades, starting from independent contributions Ronald I. McKinnon and Edwards S. Shaw this topic. In regard, revisits effects governance growth. Moreover, it presents summary current research in area, covering conclusions endogenous growth models, issues volatility relationship between liberalization, institutions, economic To study data 54 countries 1985 to 2010...

In this paper, we try to investigate the contribution of digitalization on economic growth in both developed and developing countries over period 1990-2020. For end, different econometric tools are applied a panel dataset. Overall, show that digital technologies seem significantly positively affect groups countries. The impact level tends differ across Our empirical results also display short- long-term relationship between information communication is well documented. Such can be useful for...

Purpose This paper aims to investigate the impact of COVID-19 pandemic and Russian−Ukrainian war on volatility several cryptocurrencies. Design/methodology/approach To do this, study uses GJR-GARCH dynamic conditional correlation (DCC)-GJR-GARCH models, which allow author estimate variance cryptocurrencies’ returns assess their dependence structure over time. Findings The results show that health crisis had a negative all cryptocurrencies studied, except for Bitcoin, experienced positive...

This article aims to analyse the hedging, diversifier and safe-haven properties of Bitcoin for US Dollar Index (USDI). We explore long-term relationship between USDI by estimating a Markov-switching autoregressive (MS-AR) model with two regimes. Thus, data used cover period from 18 January 2010 30 June 2017 both Bitcoin. The empirical findings based on analysis MS-AR report that investing in involves more benefits than even if economy is recession. However, examining volatility, research...

The article examines the dynamic dependence structure and risk spillover between future market of energy commodities Brazil, Russia, India, China South Africa (BRICS) stock markets for different conditions. study used copula-based multivariate GARCH model, or in short C-MGARCH to explore conditional correlation by generalized autoregressive heteroskedastic (MGARCH) remaining copula models. Our results provide significant positive dependency among crude oil (natural gas market) BRICS markets....

The purpose of our paper is to analyze the main factors which influence fiscal balance’s evolution and thereby identify solutions for configuring a sustainable policy. We have selected as independent variables some macroeconomic measures, respectively public debt, unemployment rate, economy openness degree, population, consumer goods’ price index, current account balance, direct foreign investments economic growth rate. Our research method uses two econometric models applied on sample 22...

Human capital is one of the most important drivers for economic growth. This paper aims to outline theoretical and empirical frameworks thinking about role human in a model endogenous Only small set recent papers investigated relationship between different educational levels growth country. first study conducted Tunisia contributes existing literature by using Smooth Transition Autoregressive models (ESTAR, LSTAR) referring non-linear least squares (NOLS) procedure underline this...

Abstract In this paper, we examine the effect of gold price on American financial market. particular, analyse impact dollar exchange rate and returns banks. Methodologically, use a unified approach based multi‐models not only to U.S. market nexus but also highlight dynamics such relationship over period December 19, 1994–June 30, 2017. We show that long‐relationship between price, bank is well documented. As well, behaviour are characterized by some salient features. nonlinear adjustment...

Abstract This article examines the causal relationship between stock indices and cryptocurrencies during current war Russia Ukraine. The econometric investigation runs from February 24, 2022 to April 12, 2023, focusing on seven market (S&P500, DAX, CAC40, Nikkei, TSX, MOEX PFTS) (Bitcoin, Ethereum, Litcoin, Dash, Ripple, DigiByte XEM). In this article, we try understand how investors react fluctuations in financial assets seek safe havens crypto currencies. We used dynamic causality...

Our study aims to examine the impact of digital economy on sustainable development during international financial crises, COVID-19 pandemic, and current war between Russia Ukraine. To do this, we collected an annual dataset from 1990 2022 for twenty-eight developed twenty-five developing countries, identify links environmental, socio-economic, proxy indicators economy. We estimate these using Within GLS methods use Hausman (1978) test individual effects determine nature links. results show...