This paper analyses the herding behaviour among exchanges around the expiration of bitcoin futures traded on the … exchanges that trade bitcoin (Binance, Bitfinex, Bitstamp, Coinbase, itBit, Kraken, and Gemini) and using hourly closing prices … and trading volumes in bitcoin and US dollars. Adapting the proposal of Chang, Cheng and Khorana (2000) (CCK) to test …

In recent years, Bitcoin has received substantial attention as potentially high-earning investment. However, its … Bitcoin market is of substantial importance to investors and policy makers. However, empirical works in the Bitcoin …-based hybrid bidirectional deep-learning model in forecasting the daily price change in the Bitcoin market and conducting …

This study investigates the factors of Bitcoin's tail risk, quantified by Value at Risk (VaR). Extending the … conditional autoregressive VaR model proposed by Engle and Manganelli (2004), I examine 30 potential drivers of Bitcoin's 5% and 1 …% VaR. For the 5% VaR, quantity variables, such as Bitcoin trading volume and monetary policy rate, were positively …

sample of six major cryptocurrencies, namely, Bitcoin (BTC), Litecoin (LTC), Ethereum (ETH), Ripple (XRP), Monero (XMR), and …

Since the emergence of Bitcoin, cryptocurrencies have grown significantly, not only in terms of capitalization but also …

This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin … cryptocurrencies, especially between Bitcoin, Ethereum, and Monero. The nonlinear Granger causality tests reveal dual causation between …

This study analyzes the impact of a newly emerging type of anti-money laundering regulation that obligates … decision structure of a private bank or cryptocurrency exchange and show that an inferior ability to detect money laundering … (ML) increases the ratio of reported transactions to unreported transactions. If a representative money launderer makes an …