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A principal component-guided sparse regression approach for the determination of bitcoin returns
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2020
Persistent link: https://www.econbiz.de/10012152311
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Unleashing animal spirits : self-control and overpricing in experimental asset markets
Kocher, Martin; Lucks, Konstantin; Schindler, David - 2018
capacity to override or inhibit undesired impulses that may drive prices. We implement the first experiment to address the …
Persistent link: https://www.econbiz.de/10011899248
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Digital currencies impact on financial stability and financial cycle h2 2021
Ahmetaj, Natasha; Hoda, Bledar; Nikolla, Livia; Goxhaj, … - 2022
Persistent link: https://www.econbiz.de/10014556750
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Banks, markets, and financial stability
Eder, Armin; Fecht, Falko; Pausch, Thilo - 2014
We use a Diamond/Dybvig-based model with two banks operating in separate regions connected by a common asset market in which banks and sophisticated depositors invest. We study the effect of a potential run (crisis) and subsequent fire sales on the asset price in both the crisis and no-crisis...
Persistent link: https://www.econbiz.de/10010433396
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A Bayesian approach for the determinants of bitcoin returns
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2023
Persistent link: https://www.econbiz.de/10014333355
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On the volatility of cryptocurrencies
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2022
Persistent link: https://www.econbiz.de/10012938838
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Monetary policy and Bitcoin
Karau, Sören - 2021
Bitcoin was conceptualized in response to perceived shortcomings in the monetary and financialsystem, not only related … and a weekly proxy VAR model, I study theimpact of monetary policy on Bitcoin. The paper shows that monetary shocks have … sizableeffects on Bitcoin prices, but that these differ in sign: a disinflationary monetary tightening bythe ECB lowers valuations …
Persistent link: https://www.econbiz.de/10012671254
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Monetary and financial perspectives on retail CBDC in the Thai context
Thitima Chucherd; Chanokkarn Mek-yong; Nalin Nookhwun; … - 2021
Persistent link: https://www.econbiz.de/10012605800
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The value of decentralization using the blockchain
Reuter, Marco - 2022
Although blockchain technology and cryptocurrencies have grown in popularity over the past years, there does not seem to be a consensus if they bring any value to economic interactions. In this paper, I argue that a fundamental value the blockchain provides is commitment. I develop a model of an...
Persistent link: https://www.econbiz.de/10013460355
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The higher the better? : hedging and investment strategies in cryptocurrency markets : insights from higher moment spillovers
He, Xie; Hamori, Shigeyuki - 2023
Persistent link: https://www.econbiz.de/10014364726