Narrow search
Showing 1 - 10 of 12,624
Cover Image
Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies : fresh evidence from intra-day-based good and bad volatilities
Asl, Mahdi Ghaemi; Roubaud, David - In: Financial innovation : FIN 10 (2024), pp. 1-49
-fnancial technology (FinTech), the Internet of Things, and artifcial intelligence and technology-as well as the two main conventional and … valuable insights for FinTech companies, blockchain developers, crypto-asset regulators, portfolio managers, and high …
Persistent link: https://www.econbiz.de/10014548110
Cover Image
The Impact of Economic Freedom on State Legitimacy : An Empirical Investigation
Hindermann, Christoph Michael - 2018
Christoph Michael Hindermann uses a statistical approach to analyze the impact of economic freedom on state legitimacy …. Based on multiple regression models, the author not only extracts the determinants of legitimacy but also shows that rule of … law is the most important area of economic freedom for legitimacy. In addition, the results also indicate that democracies …
Persistent link: https://www.econbiz.de/10012396801
Cover Image
The impact of economic freedom on state legitimacy : an empirical investigation
Hindermann, Christoph Michael - 2018
Persistent link: https://www.econbiz.de/10011880838
Cover Image
On the return-volatility relationship in the Bitcoin market around the price crash of 2013
Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2016
The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in various currencies. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. They test if...
Persistent link: https://www.econbiz.de/10011539994
Cover Image
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
Cover Image
'Are Cryptocurrencies’ Returns Predictable?' The Role of Momentum, Value, Carry and Investor Sentiment in the Cryptocurrencies World
Armillis, Carlo - 2018
The following study investigates whether there exist factors that have a degree of predictability when predicting the returns of cryptocurrencies. Using a daily dataset on 11 cryptocurrencies, this paper begins with analysing the role of Momentum Value and Carry in this market. It seems that...
Persistent link: https://www.econbiz.de/10012908122
Cover Image
The cross-section of cryptocurrency risk and return
Günther, Steffen; Fieberg, Christian; Poddig, Thorsten - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 4, pp. 7-28
Wir untersuchen den Querschnitt von über 1200 Kryptowährungen, gesammelt von 350 Handelsplätzen, in der Zeitspanne von Januar 2014 bis Juni 2020. Im speziellen untersuchen wir, ob weit verbreitete Charakteristika, wie Beta (Fama/MacBeth (1973)), Size (Banz (1981)) oder Momentum...
Persistent link: https://www.econbiz.de/10012940081
Cover Image
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
Cover Image
Cryptocurrencies As an Asset Class? An Empirical Assessment
Bianchi, Daniele - 2020
I empirically investigate some of the key features of cryptocurrency returns and volatilities such as their relationship with traditional asset classes, as well as the main driving factors behind market activity. The main empirical results suggest that while there is a mild relationship between...
Persistent link: https://www.econbiz.de/10012853374
Cover Image
What drives the liquidity of cryptocurrencies? : a long-term analysis
Brauneis, Alexander; Mestel, Roland; Theissen, Erik - In: Finance research letters 39 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012804989