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The asymmetric effect of bitcoin on altcoins : evidence from the nonlinear autoregressive distributed lag (NARDL) model

Demir, Ender; Simonyan, Serdar; García-Gómez, … - In: Finance research letters 40 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012819942

On the intraday return curves of Bitcoin : predictability and trading opportunities

Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804738

The causal relationship between Bitcoin attention and Bitcoin returns : evidence from the Copula-based Granger causality test

Dastgir, Shabbir; Demir, Ender; Downing, Gareth; … - In: Finance research letters 28 (2019), pp. 160-164

Persistent link: https://www.econbiz.de/10012388046

Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation

Demir, Ender; Gozgor, Giray; Lau, Chi Keung; Vigne, … - In: Finance research letters 26 (2018), pp. 145-149

Persistent link: https://www.econbiz.de/10012005628

Bitcoin and global financial stress : a copula-based approach to dependence and causality in the quantiles

Bouri, Elie; Gupta, Rangan; Lau, Chi Keung; Roubaud, David - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 297-307

Persistent link: https://www.econbiz.de/10012035019

Effects of the geopolitical risks on Bitcoin returns and volatility

Aysan, Ahmet Faruk; Demir, Ender; Gozgor, Giray; Lau, … - In: Research in international business and finance 47 (2019), pp. 511-518

Persistent link: https://www.econbiz.de/10012135791

Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets

Corbet, Shaen; Katsiampa, Paraskevi; Lau, Chi Keung - In: International review of financial analysis 71 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012437167

Twitter-based uncertainty and cryptocurrency returns

Aharon, David Y.; Demir, Ender; Lau, Chi Keung; … - In: Research in international business and finance 59 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013402135

Implications of cryptocurrency energy usage on climate change

Zhang, Dongna; Chen, Xihui Haviour; Lau, Chi Keung; Xu, Bing - In: Technological forecasting & social change : an … 187 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014329729

Asymmetric effects of climate policy uncertainty and energy prices on Bitcoin prices

Sarker, Provash Kumer; Lau, Chi Keung; Pradhan, Ashis Kumar - In: Innovation and green development 2 (2023) 2, pp. 1-6

This paper investigates the asymmetric effects of climate policy uncertainty (CPU) and the global price of energy index (GPEI) on Bitcoin prices. It applies the nonlinear ARDL method and the Granger causality test to examine how changes in climate policy uncertainty and energy prices influence...

Persistent link: https://www.econbiz.de/10014433992