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paradoxically designed to be brandless and not needing any institutional trust. The intent is to focus on what "Bitcoin 2.0" might … blockchain networks, this work intends to focus on the general consumer's perceptions about digital money, and the types of …
Persistent link: https://www.econbiz.de/10014295395
Virtual currency represents a specific technological innovation on financial markets. Bitcoin and other …, and Bitcoin. In addition, virtual currencies are moderately Correlated, with the exception of Tether based on correlation …
Persistent link: https://www.econbiz.de/10012520710
cryptocurrencies currently in use in the market. Some cryptocurrencies, such as Bitcoin, are choosing mining as a reward, to secure …
Persistent link: https://www.econbiz.de/10012534572
NASDAQ daily return has the most similar density and co-dependence with Bitcoin daily return, generally, but after the COVID … from Bitcoin daily return. All asset distances have declined by 75% or more after the COVID-19 outbreak. We also find that … the highest similarity before the COVID-19 outbreak is between Bitcoin and Coal, Steel and Mining industries, and after …
Persistent link: https://www.econbiz.de/10012628498
The cryptocurrency market has experienced stunning growth, with market value exceeding USD 1.5 trillion. We use a DCC-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, and stablecoins. Our results demonstrate that...
Persistent link: https://www.econbiz.de/10012792439
This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility …
Persistent link: https://www.econbiz.de/10012392557
This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … period of the introduction of the Bitcoin futures market. We use the principal component-guided sparse regression (PC … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …
Persistent link: https://www.econbiz.de/10012305140
Persistent link: https://www.econbiz.de/10012309358
volatility. It is found that the majority of academic papers provides evidence for inefficiency of Bitcoin and other digital …
Persistent link: https://www.econbiz.de/10012022153
This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns … Bitcoin returns at or above one day, though, we find predictability for sample frequencies up to 6 h. Predictability of … Bitcoin returns is also found to be time-varying. We also study the behaviour of the realized volatility of Bitcoin. We …
Persistent link: https://www.econbiz.de/10012022322