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Does market attention affect Bitcoin returns and volatility?
Figà-Talamanca, Gianna; Patacca, Marco - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 135-155
Persistent link: https://www.econbiz.de/10012065182
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Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
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Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 863-882
Persistent link: https://www.econbiz.de/10012795004