Similar Search Results

An empirical test for bubbles in cryptocurrency markets

Waters, George; Thuy Bui - In: Journal of economics and finance : JEF 46 (2022) 1, pp. 207-219

Persistent link: https://www.econbiz.de/10012795678

Bubbles in Ethereum

Bellón, Carlos; Figuerola-Ferretti, Isabel - In: Finance research letters 46 (2022) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10013341590

Explosive behavior in the prices of Bitcoin and altcoins

Cagli, Efe Çaglar - In: Finance research letters 29 (2019), pp. 398-403

Persistent link: https://www.econbiz.de/10012419534

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

Crypto market dynamics in stressful conditions

Desagre, Christophe; Mazza, Paolo; Petitjean, Mikael - In: Applied economics 55 (2023) 27, pp. 3121-3153

Persistent link: https://www.econbiz.de/10014299136

A principal component-guided sparse regression approach for the determination of bitcoin returns

Panagiōtidēs, Theodōros; Stengos, Thanasēs; … - In: Journal of risk and financial management : JRFM 13 (2020) 2/33, pp. 1-10

We examine the significance of fourty-one potential covariates of bitcoin returns for the period 2010-2018 (2872 daily … uncertainty and stock market volatility are among the most important variables for bitcoin. We also trace strong evidence of … bubbly bitcoin behavior in the 2017-2018 period. …

Persistent link: https://www.econbiz.de/10012173752