Structural vector error correction modelling of Bitcoin price
Year of publication: |
2021
|
---|---|
Authors: | Haffar, Adlane ; Le Fur, Eric |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 170-178
|
Subject: | Bitcoin price | Cointegration | Financial markets | model | Shock | Kointegration | Schock | Finanzmarkt | Financial market | Virtuelle Währung | Virtual currency | Preis | Price | VAR-Modell | VAR model | Theorie | Theory |
-
The impact of the COVID-19 pandemic on the volatility of cryptocurrencies
Karagiannopoulou, Sofia, (2023)
-
Hammersland, Roger, (2014)
-
A financial accelerator in the business sector of a macroeconometric model of a small open economy
Benedictow, Andreas, (2020)
- More ...
-
Time-varying dependence of Bitcoin
Haffar, Adlane, (2022)
-
Securitization of pandemic risk by using coronabond
Haffar, Adlane, (2023)
-
Dependence structure of CAT bonds and portfolio diversification : a copula-GARCH approach
Haffar, Adlane, (2022)
- More ...