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Bitcoin price growth and Indonesia's monetary system
Narayan, Paresh Kumar; Narayan, Seema; Rahman, R. Eki; … - In: Emerging markets review 38 (2019), pp. 364-376
Persistent link: https://www.econbiz.de/10012312802
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The volatility of Bitcoin and its role as a medium of exchange and a store of value
Baur, Dirk G.; Dimpfl, Thomas - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2663-2683
Persistent link: https://www.econbiz.de/10012664626
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Is Bitcoin rooted in confidence? : unraveling the determinants of globalized digital currencies
Gaies, Brahim; Nakhli, Mohamed Sahbi; Sahut, Jean-Michel; … - In: Technological forecasting & social change : an … 172 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013175688
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It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market
Tavares, Ricardo de Souza; Caldeira, João F.; Raimundo … - In: Applied economics letters 29 (2022) 2, pp. 118-122
Persistent link: https://www.econbiz.de/10012803391
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High-frequency return and volatility spillovers among cryptocurrencies
Sensoy, Ahmet; Silva, Thiago Christiano; Corbet, Shaen; … - In: Applied economics 53 (2021) 37, pp. 4310-4328
Persistent link: https://www.econbiz.de/10012609755
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Bitcoin intraday time series momentum
Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: The financial review : the official publication of the … 57 (2022) 2, pp. 319-344
Persistent link: https://www.econbiz.de/10013189512
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Volatility spillovers among cryptocurrencies
Smales, Lee A. - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-12
The cryptocurrency market has experienced stunning growth, with market value exceeding USD 1.5 trillion. We use a DCC-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, and stablecoins. Our results demonstrate that...
Persistent link: https://www.econbiz.de/10012792439
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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 …
Persistent link: https://www.econbiz.de/10012392557
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Understanding cryptocurrencies : editorial
Härdle, Wolfgang; Harvey, Campbell R.; Reule, Raphael C. G. - In: Journal of financial econometrics 18 (2020) 2, pp. 181-208
Persistent link: https://www.econbiz.de/10012232695
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Bitcoin at high frequency
Catania, Leopoldo; Sandholdt, Mads - In: Journal of risk and financial management : JRFM 12 (2019) 1/36, pp. 1-20
This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns … Bitcoin returns at or above one day, though, we find predictability for sample frequencies up to 6 h. Predictability of … Bitcoin returns is also found to be time-varying. We also study the behaviour of the realized volatility of Bitcoin. We …
Persistent link: https://www.econbiz.de/10012022322