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Cryptocurrency and blockchain technology

Corbet, Shaen (ed.); Urquhart, Andrew (ed.); … - 2020

Frontmatter -- Contents -- Introduction to cryptocurrencies -- Blockchain and economic transactions -- An analysis of … cryptocurrencies -- The Wild West of ICOs -- The ethical and legal aspects of blockchain technology and cryptoassets -- The … development of both cryptocurrencies and blockchain technology. This will not be confined to simply the investment potential …

Persistent link: https://www.econbiz.de/10012302798

Central bank digital currencies : a critical review

Dionysopoulos, Lambis; Marra, Miriam; Urquhart, Andrew - In: International review of financial analysis 91 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014447037

Cryptocurrency and blockchain technology

Corbet, Shaen (ed.); Urquhart, Andrew (ed.); … - 2020

Persistent link: https://www.econbiz.de/10012019148

Cryptocurrencies as a financial asset : a systematic analysis

Corbet, Shaen; Lucey, Brian M.; Urquhart, Andrew; … - In: International review of financial analysis 62 (2019), pp. 182-199

Persistent link: https://www.econbiz.de/10012207299

Under the hood of the Ethereum blockchain

Urquhart, Andrew - In: Finance research letters 47 (2022) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013459129

Price Clustering in Bitcoin

Urquhart, Andrew - 2017

Investor and media attention in Bitcoin has increased substantially in recently years, reflected by the incredible surge in news articles and considerable rise in the price of Bitcoin. Given the increased attention, there little is known about the behaviour of Bitcoin prices and therefore we add...

Persistent link: https://www.econbiz.de/10012952157

The Volatility of Bitcoin

Urquhart, Andrew - 2017

This paper examines the volatility of Bitcoin as well as shedding light on the forecasting ability of GARCH models and HAR models in the Bitcoin market. We find no evidence of the leverage effect in Bitcoin and that the HAR models are superior in modelling Bitcoin volatility to traditional GARCH...

Persistent link: https://www.econbiz.de/10012962600

Portfolio Management with Cryptocurrencies : The Role of Estimation Risk

Platanakis, Emmanouil - 2019

This paper contributes to the literature on cryptocurrencies, portfolio management and estimation risk by comparing the performance of naïve diversification, Markowitz diversification and the advanced Black-Litterman model with VBCs that controls for estimation errors in a portfolio of...

Persistent link: https://www.econbiz.de/10012897358

Optimal vs. Naïve Diversification in Cryptocurrencies

Platanakis, Emmanouil - 2019

This paper contributes to the literature on cryptocurrencies by examining the performance of naïve (1/N) and optimal (Markowitz) diversification in a portfolio of four popular cryptocurrencies. We employ weekly data with weekly rebalancing and show there is very little to select between naïve...

Persistent link: https://www.econbiz.de/10012898860

Technical Analysis and Cryptocurrencies

Hudson, Robert - 2019

This paper carries out a comprehensive examination of technical trading rules in cryptocurrency markets, using data from two Bitcoin markets and three other popular cryptocurrencies. We employ almost 15,000 technical trading rules from the main five classes of technical trading rules and find...

Persistent link: https://www.econbiz.de/10012870601