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Cryptocurrencies and Cagan's model of hyperinflation
Jermann, Urban J. - In: Journal of macroeconomics 69 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013274638
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The effects of markets, uncertainty and search intensity on bitcoin returns
Panagiōtidēs, Theodōros; Stengos, Thanasēs; … - In: International review of financial analysis 63 (2019), pp. 220-242
Persistent link: https://www.econbiz.de/10012207452
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When economic Jitter, Bitcoin flutters : evidence form the impact of macroeconomic factors on Bitcoin returns
Thukral, Sonal; Arora, Ashima; Bhandari, Varun - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10012390973
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Safe haven currency and market uncertainty : yen, renminbi, dollar, and alternatives
Masujima, Yuki - 2017
Persistent link: https://www.econbiz.de/10012132186
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Distant or close cousins : connectedness between cryptocurrencies and traditional currencies volatilities
Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: Journal of international financial markets, … 67 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012495868
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Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility
Singh, Vipul Kumar; Nishant, Shreyank; Kumar, Pawan - In: Energy economics 76 (2018), pp. 48-63
Persistent link: https://www.econbiz.de/10011976582
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What does bitcoin look like?
Bouoiyour, Jamal; Selmi, Refk - In: Annals of economics and finance 16 (2015) 2, pp. 449-492
Persistent link: https://www.econbiz.de/10011428186
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Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
Aharon, David Y.; Umar, Zaghum; Xuan Vinh Vo - In: Financial innovation : FIN 7 (2021), pp. 1-25
, and curvature, and from any main currency investigated. These findings hint that Bitcoin might provide hedging benefits …
Persistent link: https://www.econbiz.de/10012617325
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Regime-dependent good and bad volatility of Bitcoin
Jha, Kislay Kumar; Baur, Dirk G. - In: Journal of risk and financial management : JRFM 13 (2020) 12/312, pp. 1-16
This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility asymmetry depends on the volatility regime and the forecast horizon. For one-day ahead forecasts, good volatility commands a stronger impact on future volatility than bad...
Persistent link: https://www.econbiz.de/10012392557
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The drivers of Bitcoin trading volume in selected emerging countries
Bouraoui, Taoufik - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 218-229
Persistent link: https://www.econbiz.de/10012417586