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great volatility regarding the response of Bitcoin to a shock of STOXX50. The Granger causality test was constructed to …
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In this paper, I use high-frequency financial market estimates to identify the monetary policy shock in a non …
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Cryptocurrency prices fluctuate strongly despite the fact that their supply typically follows mechanical rules. In this paper we focus on two determinants of Bitcoin valuations. Using an agnostic narrative approach to identify exogenous events related to Bitcoin mining (mining shocks) and news...
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