The time-varying causal relationship between the Bitcoin market and internet attention
Year of publication: |
2021
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Authors: | Zhang, Xun ; Lu, Fengbin ; Tao, Rui ; Wang, Shouyang |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 7.2021, Art.-No. 66, p. 1-19
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Subject: | Bitcoin | Google trends | Internet attention | Multiple bubbles test | Time-varying granger causality | Kausalanalyse | Causality analysis | Internet | Spekulationsblase | Bubbles | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-021-00275-9 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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