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Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets


We compare Bitcoin to fiat currencies (EUR, GBP, and JPY) using extreme dependence and temporal dynamic risk spillover analysis with various financial markets covering fixed-income, stock, and commodity indices.

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Herding behavior in exploring the predictability of price clustering in cryptocurrency market

Hassan OBEID, Fatima Hachicha, Afif Masmoudi, Ilyes Abid

We propose the K-means approach and the Hidden Markov Model (HMM), to predict the phenomenon of price clustering of the cryptocurrency market. This approach aims to understand the relationship of price clustering with herding behavior, volatility, price, and economic policy uncertainty (EPU).

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Investor Sentiments, Economic Policy Uncertainty, US Interest Rates, and Financial Assets: Examining their Interdependence over Time

Hassan OBEID, Kamel Mohammed, Karim Oueslati, Olfa Kaabia

The objective of this paper is to examine the interdependence over time between investor sentiments (NSS), economic policy uncertainty (EPU), US interest rates (RTM), and financial assets. It covers the period from March 21, 2017, to March 20, 2023.

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The role and challenges of rare earths in the energy transition

Stephane GOUTTE, Lisa Depraiter

The energy transition from fossil fuel energy to low-carbon energy is mineral intensive. Among the required minerals rare earth elements (REEs) are core components of clean energy technologies such as wind turbines and electric vehicles.

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Virtual teams and knowledge sharing via digital platforms: Evidence from an inter-organizational network context

Wissal BEN ARFI, Jean-Michel Sahut, Lubica Hikkerova, Eric Braume

In the context of open innovation, we study the conversion of groups' tacit knowledge, in order to achieve effective virtuality between members of cross-firm teams and optimize innovative projects through three cases of international platforms.

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Are We Living in Surveillance Societies and Is Privacy an Illusion? An Empirical Study on Privacy Literacy and Privacy Concerns

Nessrine OMRANI, Christine Prince, Adnane Maalaoui, Marina Dabic, Sascha Kraus

The concept of privacy concerns is a debated topic both at a European level and in individual countries. In this article, we investigate the role of online privacy literacy (OPL) as a determinant of Internet users’ concerns about their privacy.

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Determinants of Deposits Volatility: The Case of the Microfinance Sector in Gabon

Benjamin KEDDAD, Jean Robert Obiang Obiang

Microfinance shows a tendency to seek profitability by increasingly neglecting its social objective.

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Diversification in financial and crypto markets

Khaled GUESMI, Myriam BEN OSMAN, Emilios Galariotis, Haykel Hamdi, Kamel NAOUI

This article investigates the conditional value at risk (CVaR) of two portfolio optimiza- tion approaches containing assets from the financial and crypto markets.

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Ex-ante litigation risk and firm-level climate-change exposure

Hatem RJIBA, A. Hossain, D. Zhang

We examine the impact of liberal judge ideology, as an exogenous proxy for ex-ante litigation risk, on firm-level climate-change exposure (CCE).