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Speculative bubbles in Bitcoin markets? : an empirical investigation into the fundamental value of Bitcoin
Cheah, Eng-Tuck; Fry, John - In: Economics letters 130 (2015), pp. 32-36
Persistent link: https://www.econbiz.de/10011422365
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Another look at cryptocurrency bubbles
Gronwald, Marc - 2019
bubbles are awed due to an insufficient consideration of the fundamental value of cryptocurrencies. As even fiat money is said … to exhibit features of bubbles, the same applies to cryptocurrencies. Thus, any empirical investigation into either the … presence of cryptocurrency bubbles or the fundamental value of cryptocurrencies is needless. Second, the paper conducts a short …
Persistent link: https://www.econbiz.de/10012033146
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Stationary threshold vector autoregressive models
Grynkiv, Galyna; Stentoft, Lars - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-23
This paper examines the steady state properties of the Threshold Vector Autoregressive model. Assuming that the trigger variable is exogenous and the regime process follows a Bernoulli distribution, necessary and sufficient conditions for the existence of stationary distribution are derived. A...
Persistent link: https://www.econbiz.de/10011895647
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The bitcoin : a sparkling bubble or price discovery?
Moosa, Imad A. - In: Journal of industrial and business economics 47 (2020) 1, pp. 93-113
Persistent link: https://www.econbiz.de/10012237350
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How explosive are cryptocurrency prices?
Gronwald, Marc - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012490618
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Cumulation, crash, coherency : a cryptocurrency bubble wavelet analysis
Fruehwirt, Wolfgang; Hochfilzer, Leonhard; Weydemann, … - In: Finance research letters 40 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012818919
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Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes
Diniz, Renan; Prince, Diogo de; Maciel, Leandro - In: Journal of economic studies 50 (2023) 3, pp. 429-447
Persistent link: https://www.econbiz.de/10014252394
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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
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Bubbles across meme stocks and cryptocurrencies
Aloosh, Arash; Ouzan, Samuel; Shahzad, Syed Jawad Hussain - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013479578
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Bitcoin: Bubble that bursts or Gold that glitters?
Caferra, Rocco; Tedeschi, Gabriele; Morone, Andrea - In: Economics letters 205 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10013202921