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What drives the liquidity of cryptocurrencies? : a long-term analysis
Brauneis, Alexander; Mestel, Roland; Theissen, Erik - In: Finance research letters 39 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012804989
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Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
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Asymmetric volatility in cryptocurrency markets : new evidence from smooth transition GARCH models
Cheikh, Nidhaleddine Ben; Zaied, Younes Ben; … - In: Finance research letters 35 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012438388
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Systematic risk in cryptocurrency market : evidence from DCC-MGARCH model
Nguyen Phuc Canh; Wongchoti, Udomsak; Su Dinh Thanh; … - In: Finance research letters 29 (2019), pp. 90-100
Persistent link: https://www.econbiz.de/10012417957
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Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David; Bluteau, Keven; Rüede, Maxime - In: Finance research letters 29 (2019), pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
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Market efficiency of the top market-cap cryptocurrencies : further evidence from a panel framework
Hu, Yang; Valera, Harold Glenn A.; Oxley, Les - In: Finance research letters 31 (2019), pp. 138-145
Persistent link: https://www.econbiz.de/10012421239
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Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Demir, Ender; Gozgor, Giray; Lau, Chi Keung; Vigne, … - In: Finance research letters 26 (2018), pp. 145-149
Persistent link: https://www.econbiz.de/10012005628
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Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430661
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Estimating the expected shortfall of cryptocurrencies : an evaluation based on backtesting
Acereda, Beatriz; León Valle, Ángel Manuel; Mora, Juan - In: Finance research letters 33 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012430835
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The relationship between implied volatility and cryptocurrency returns
Akyildirim, Erdinc; Corbet, Shaen; Lucey, Brian M.; … - In: Finance research letters 33 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012430938