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What determines bitcoin exchange prices? : a network VAR approach
Giudici, Paolo; Abu-Hashish, Iman - In: Finance research letters 28 (2019), pp. 309-318
Persistent link: https://www.econbiz.de/10012388337
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Network causality structures among Bitcoin and other financial assets : A directed acyclic graph approach
Ji, Qiang; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 203-213
Persistent link: https://www.econbiz.de/10012035043
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The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
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Contagion and loss redistribution in crypto asset markets
Schuler, Katrin; Nadler, Matthias; Schär, Fabian - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461263
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Bubbles and crashes in cryptocurrencies : interdependence, contagion, or asset rotation?
Chowdhury, Md Shahedur R.; Damianov, Damian S.; … - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013342758
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Bitcoin as an investment and hedge alternative : a DCC MGARCH model analysis
Rudolf, Karl Oton; El Zein, Samer Ajour; Jackman … - In: Risks : open access journal 9 (2021) 9, pp. 1-22
Volatility and investor sentiment have been factors for the slow adoption rate of Bitcoin (BTC) that was first … purpose of this applied mathematics study will use a multivariate DCC GARCH model. Bitcoin holds its ground in volatility …. This study examines Bitcoin as an investment and hedge alternative to gold as well as the major stock index. To perform the …
Persistent link: https://www.econbiz.de/10012612471
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Ignorance, debt, and cryptocurrencies : the old and the new in the law and economics of concurrent currencies
Nabilou, Hossein; Prüm, André - In: Journal of financial regulation 5 (2019) 1, pp. 29-63
Persistent link: https://www.econbiz.de/10012160942
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Externalities and market failures of cryptocurrencies
Hokkanen, Topi - 2023
This paper discusses the externalities and market failures in cryptocurrency markets. In particular, I highlight the … significant environmental externalities created by Proof-of-Work (PoW) cryptocurrencies, the most prominent of which is Bitcoin … finally discuss feasible mechanisms to regulate them. Latest estimates show that Bitcoin mining consumes roughly the same …
Persistent link: https://www.econbiz.de/10014422325
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Nonlinear autoregressive with exogeneous input neural network time series model performance : bitcoin price prediction
Nurazlina Abdul Rashid; Mohd Tahir Ismail - In: International journal of computational economics and … 14 (2024) 3, pp. 337-362
Persistent link: https://www.econbiz.de/10015062797
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On the profitability of selfish blockchain mining under consideration of ruin
Albrecher, Hansjörg; Goffard, Pierre-Olivier - In: Operations research 70 (2022) 1, pp. 179-200
Persistent link: https://www.econbiz.de/10012820652