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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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Blockchain and cryptocurrencies : economic and financial research
Cretarola, Alessandra; Figà-Talamanca, Gianna; … - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 781-787
Persistent link: https://www.econbiz.de/10012794995
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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
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Disentangling the relationship between Bitcoin and market attention measures
Figà-Talamanca, Gianna; Patacca, Marco - In: Journal of industrial and business economics 47 (2020) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10012237349
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Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
Bistarelli, Stefano; Cretarola, Alessandra; … - In: Digital finance : smart data analytics, investment … 1 (2019) 1/4, pp. 23-46
Persistent link: https://www.econbiz.de/10012223861
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Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics
Cretarola, Alessandra; Figà-Talamanca, Gianna - In: Economics letters 191 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508016