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Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach

Shang, Yue; Wei, Yu; Chen, Yongfei - In: Finance research letters 50 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014239966

Dissection of Bitcoin's multiscale bubble history : from January 2012 to February 2018

Gerlach, Jan-Christian; Demos, Guilherme; Sornette, Didier - 2018

We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We … the dynamics of Bitcoin price during the analyzed time period. We explain this classification of long and short bubbles by … a number of quantitative metrics and graphs to understand the main socio-economic drivers behind the ascent of Bitcoin …

Persistent link: https://www.econbiz.de/10011899669

Forecasting the stock-cryptocurrency relationship : evidence from a dynamic GAS model

Ivanovski, Kris; Hailemariam, Abebe - In: International review of economics & finance : IREF 86 (2023), pp. 97-111

Persistent link: https://www.econbiz.de/10014431156

Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?

Yi, Yongsheng; He, Mengxi; Zhang, Yaojie - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013534118

Forecasting spot oil price in a dynamic model averaging framework : Have the determinants changed over time?

Drachal, Krzysztof - In: Energy economics 60 (2016), pp. 35-46

Persistent link: https://www.econbiz.de/10011699775

Rough volatility of Bitcoin

Takaishi, Tetsuya - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430795

Fourier Nonlinear Quantile Unit Root Test of Purchasing Power Parity in Cryptocurrencies

Goswami, Gour Gobinda; Saha, Tapas - 2022

support to the PPP hypothesis when we use each cryptocurrency separately for all the countries. However, the PPP hypothesis is …

Persistent link: https://www.econbiz.de/10014236197

Currency exchange rate predictability : the new power of Bitcoin prices

Feng, Wenjun; Zhang, Zhengjun - In: Journal of international money and finance 132 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014290854

Returns, volatility and the cryptocurrency bubble of 2017-18

Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013164208

Which predictor is more predictive for Bitcoin volatility? : and why?

Liang, Chao; Zhang, Yaojie; Li, Xiafei; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1947-1961

Persistent link: https://www.econbiz.de/10013184415

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