{"id":"https://openalex.org/W4225580801","doi":"https://doi.org/10.1007/s40822-022-00206-8","title":"Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets","display_name":"Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets","publication_year":2022,"publication_date":"2022-04-08","ids":{"openalex":"https://openalex.org/W4225580801","doi":"https://doi.org/10.1007/s40822-022-00206-8"},"language":"en","primary_location":{"id":"doi:10.1007/s40822-022-00206-8","doi":"https://doi.org/10.1007/s40822-022-00206-8","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s40822-022-00206-8","pdf_url":"https://link.springer.com/content/pdf/10.1007/s40822-022-00206-8.pdf","source":{"id":"https://openalex.org/S4210169982","display_name":"Eurasian economic review :","issn_l":"1309-422X","issn":["1309-422X","1309-4297","2147-4281","2147-429X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["abdc-b","abdc-c","anvur-class-a","anvur-scientific","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Eurasian Economic Review","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007/s40822-022-00206-8.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066492494","display_name":"Achraf Ghorbel","orcid":"https://orcid.org/0000-0001-6303-5612","observed_orcids":["https://orcid.org/0000-0001-6303-5612"]},"institutions":[{"id":"https://openalex.org/I142899784","display_name":"University of Sfax","ror":"https://ror.org/04d4sd432","country_code":"TN","type":"education","lineage":["https://openalex.org/I142899784"]},{"id":"https://openalex.org/I4405255911","display_name":"Faculty of Economics and Management of Sfax","ror":"https://ror.org/03jd7xe26","country_code":"TN","type":"education","lineage":["https://openalex.org/I142899784","https://openalex.org/I4405255911"]}],"countries":["TN"],"is_corresponding":true,"raw_author_name":"Achraf Ghorbel","raw_affiliation_strings":["Faculty of Economics and Management, University of Sfax, Street of Airport, km 4.5, LP 1088, 3018, Sfax, Tunisia"],"raw_orcid":"https://orcid.org/0000-0001-6303-5612","affiliations":[{"raw_affiliation_string":"Faculty of Economics and Management, University of Sfax, Street of Airport, km 4.5, LP 1088, 3018, Sfax, Tunisia","institution_ids":["https://openalex.org/I142899784","https://openalex.org/I4405255911"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5046208163","display_name":"Wajdi Frikha","orcid":"https://orcid.org/0000-0001-9593-580X","observed_orcids":["https://orcid.org/0000-0001-9593-580X","https://orcid.org/0000-0002-3330-3441"]},"institutions":[{"id":"https://openalex.org/I142899784","display_name":"University of Sfax","ror":"https://ror.org/04d4sd432","country_code":"TN","type":"education","lineage":["https://openalex.org/I142899784"]},{"id":"https://openalex.org/I4405255911","display_name":"Faculty of Economics and Management of Sfax","ror":"https://ror.org/03jd7xe26","country_code":"TN","type":"education","lineage":["https://openalex.org/I142899784","https://openalex.org/I4405255911"]}],"countries":["TN"],"is_corresponding":false,"raw_author_name":"Wajdi Frikha","raw_affiliation_strings":["Faculty of Economics and Management, University of Sfax, Street of Airport, km 4.5, LP 1088, 3018, Sfax, Tunisia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economics and Management, University of Sfax, Street of Airport, km 4.5, LP 1088, 3018, Sfax, Tunisia","institution_ids":["https://openalex.org/I142899784","https://openalex.org/I4405255911"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051001905","display_name":"Yasmine Snene Manzli","orcid":"https://orcid.org/0000-0002-4904-8342","observed_orcids":["https://orcid.org/0000-0002-4904-8342"]},"institutions":[{"id":"https://openalex.org/I166928557","display_name":"University of Monastir","ror":"https://ror.org/00nhtcg76","country_code":"TN","type":"education","lineage":["https://openalex.org/I166928557"]}],"countries":["TN"],"is_corresponding":false,"raw_author_name":"Yasmine Snene Manzli","raw_affiliation_strings":["Faculty of Economics and Management of Mahdia, Monastir University, Hiboun, Tunisia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economics and Management of Mahdia, Monastir University, Hiboun, Tunisia","institution_ids":["https://openalex.org/I166928557"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5066492494"],"corresponding_institution_ids":["https://openalex.org/I142899784","https://openalex.org/I4405255911"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":7.5969,"has_fulltext":true,"cited_by_count":54,"citation_normalized_percentile":{"value":0.97211969,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":100},"biblio":{"volume":"12","issue":"3","first_page":"387","last_page":"425"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9775000214576721,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9775000214576721,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.010599999688565731,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.005799999926239252,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"cryptocurrency","score":0.9120000004768372},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.9240000247955322},{"id":"https://openalex.org/keywords/asymmetric-effects","display_name":"asymmetric effects","score":0.5099999904632568},{"id":"https://openalex.org/keywords/nonlinear-cointegration","display_name":"nonlinear cointegration","score":0.5540000200271606},{"id":"https://openalex.org/keywords/nardl-model","display_name":"NARDL model","score":0.9120000004768372},{"id":"https://openalex.org/keywords/bitcoin","display_name":"Bitcoin","score":0.8140000104904175},{"id":"https://openalex.org/keywords/gold","display_name":"gold","score":0.5099999904632568},{"id":"https://openalex.org/keywords/wti-oil-prices","display_name":"WTI oil prices","score":0.8259999752044678},{"id":"https://openalex.org/keywords/safe-haven","display_name":"safe haven","score":0.7409999966621399},{"id":"https://openalex.org/keywords/hedging","display_name":"hedging","score":0.9449999928474426},{"id":"https://openalex.org/keywords/covid-19","display_name":"COVID-19 pandemic","score":0.8019999861717224},{"id":"https://openalex.org/keywords/stock-price-reaction","display_name":"stock price reaction","score":0.3610000014305115}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7787168622016907},{"id":"https://openalex.org/C2992712416","wikidata":"https://www.wikidata.org/wiki/Q7398532","display_name":"Safe haven","level":2,"score":0.6947742700576782},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.640322208404541},{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.5228974223136902},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.5111494660377502},{"id":"https://openalex.org/C204208750","wikidata":"https://www.wikidata.org/wiki/Q1519415","display_name":"Short run","level":2,"score":0.4292922019958496},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41107600927352905},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3953179121017456},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s40822-022-00206-8","doi":"https://doi.org/10.1007/s40822-022-00206-8","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s40822-022-00206-8","pdf_url":"https://link.springer.com/content/pdf/10.1007/s40822-022-00206-8.pdf","source":{"id":"https://openalex.org/S4210169982","display_name":"Eurasian economic review :","issn_l":"1309-422X","issn":["1309-422X","1309-4297","2147-4281","2147-429X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["abdc-b","abdc-c","anvur-class-a","anvur-scientific","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Eurasian Economic Review","raw_type":"journal-article"},{"id":"pmh:oai:pubmedcentral.nih.gov:8990612","doi":null,"is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/8990612","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Eurasian Econ Rev","raw_type":"Text"},{"id":"pmh:oai:RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00206-8","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s40822-022-00206-8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s40822-022-00206-8","doi":"https://doi.org/10.1007/s40822-022-00206-8","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s40822-022-00206-8","pdf_url":"https://link.springer.com/content/pdf/10.1007/s40822-022-00206-8.pdf","source":{"id":"https://openalex.org/S4210169982","display_name":"Eurasian economic review :","issn_l":"1309-422X","issn":["1309-422X","1309-4297","2147-4281","2147-429X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["abdc-b","abdc-c","anvur-class-a","anvur-scientific","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Eurasian Economic Review","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4225580801.pdf","grobid_xml":"https://content.openalex.org/works/W4225580801.grobid-xml"},"referenced_works_count":107,"referenced_works":["https://openalex.org/W5698334","https://openalex.org/W1030534343","https://openalex.org/W1534798215","https://openalex.org/W1566325108","https://openalex.org/W1798106456","https://openalex.org/W1814314483","https://openalex.org/W1939526929","https://openalex.org/W1965635191","https://openalex.org/W1966268097","https://openalex.org/W1966910378","https://openalex.org/W1986033851","https://openalex.org/W1994045802","https://openalex.org/W2012615794","https://openalex.org/W2039734130","https://openalex.org/W2041854950","https://openalex.org/W2042442456","https://openalex.org/W2079081798","https://openalex.org/W2080238377","https://openalex.org/W2080369131","https://openalex.org/W2105204712","https://openalex.org/W2124428761","https://openalex.org/W2162656107","https://openalex.org/W2163852727","https://openalex.org/W2166548502","https://openalex.org/W2219334288","https://openalex.org/W2301459175","https://openalex.org/W2478698880","https://openalex.org/W2523675164","https://openalex.org/W2523759904","https://openalex.org/W2525810371","https://openalex.org/W2526568049","https://openalex.org/W2532344160","https://openalex.org/W2567400984","https://openalex.org/W2570822076","https://openalex.org/W2601386739","https://openalex.org/W2613948579","https://openalex.org/W2622082560","https://openalex.org/W2633618984","https://openalex.org/W2694190980","https://openalex.org/W2715336514","https://openalex.org/W2732971366","https://openalex.org/W2736872974","https://openalex.org/W2740288336","https://openalex.org/W2755889129","https://openalex.org/W2771030840","https://openalex.org/W2771814524","https://openalex.org/W2783933003","https://openalex.org/W2785114503","https://openalex.org/W2785402060","https://openalex.org/W2788755980","https://openalex.org/W2791494679","https://openalex.org/W2791501975","https://openalex.org/W2793906868","https://openalex.org/W2802608535","https://openalex.org/W2888832810","https://openalex.org/W2889898831","https://openalex.org/W2889910355","https://openalex.org/W2890217642","https://openalex.org/W2896197579","https://openalex.org/W2897624602","https://openalex.org/W2898042373","https://openalex.org/W2900717462","https://openalex.org/W2910161434","https://openalex.org/W2914036798","https://openalex.org/W2914157958","https://openalex.org/W2921367865","https://openalex.org/W2946519925","https://openalex.org/W2947521848","https://openalex.org/W2962690444","https://openalex.org/W2963138373","https://openalex.org/W2966684487","https://openalex.org/W2971544019","https://openalex.org/W2983833293","https://openalex.org/W2986429079","https://openalex.org/W2999958477","https://openalex.org/W3005117407","https://openalex.org/W3007374507","https://openalex.org/W3015769695","https://openalex.org/W3016616255","https://openalex.org/W3016752284","https://openalex.org/W3021709961","https://openalex.org/W3024675304","https://openalex.org/W3026117698","https://openalex.org/W3026661449","https://openalex.org/W3038694018","https://openalex.org/W3045932248","https://openalex.org/W3084123789","https://openalex.org/W3090177343","https://openalex.org/W3118020406","https://openalex.org/W3120784010","https://openalex.org/W3121940608","https://openalex.org/W3122186884","https://openalex.org/W3122309686","https://openalex.org/W3122493854","https://openalex.org/W3123513234","https://openalex.org/W3123598957","https://openalex.org/W3124101380","https://openalex.org/W3124188637","https://openalex.org/W3129067399","https://openalex.org/W3133632598","https://openalex.org/W3135345190","https://openalex.org/W3138333603","https://openalex.org/W3170258285","https://openalex.org/W3177355651","https://openalex.org/W3183202826","https://openalex.org/W3197993892","https://openalex.org/W4251828876"],"related_works":["https://openalex.org/W3043349392","https://openalex.org/W4281730655","https://openalex.org/W3157375522","https://openalex.org/W3177355651","https://openalex.org/W4220818079","https://openalex.org/W4390863638","https://openalex.org/W4396845953","https://openalex.org/W4402390306","https://openalex.org/W4389458988","https://openalex.org/W7161128834"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":13},{"year":2025,"cited_by_count":11},{"year":2024,"cited_by_count":22},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2022-05-05T00:00:00"}