Exploring the relationship between digital trails of social signals and bitcoin returns
Year of publication: |
2024
|
---|---|
Authors: | Yelkenci, Tezer ; Yelkenci, Birce Dobrucalı ; Vardar, Gülin ; Aydoğan, Berna |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 1, p. 125-147
|
Subject: | Bitcoin | Emotion | Multivariate GARCH | Sentiment | Volatility spillover | ARCH-Modell | ARCH model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Elektronisches Geld | Electronic money | Virtuelle Währung | Virtual currency |
-
Asymmetric volatility spillovers between Bitcoin, oil, and global stocks in economic uncertainty
Surachai Chancharat, (2024)
-
Spillovers between Bitcoin and Meme stocks
Li, Shi, (2022)
-
Volatility spillovers among the cryptocurrency time series
Mighri, Zouheir Ahmed, (2019)
- More ...
-
Aydoğan, Berna, (2021)
-
Portfolio flows – exchange rate volatility : is there a puzzling relationship?
Aydoğan, Berna, (2020)
-
Impact of stock market trading on currency market volatility spillovers
Baklaci, Hasan Fehmi, (2020)
- More ...