Chen, Ying; Giudici, Paolo; Hadji Misheva, Branka; … - In: Risks : open access journal 8 (2020) 1/4, pp. 1-14
We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups, in different geographic areas, interact with each other. To achieve this aim, we propose an extended Vector Autoregressive model, aimed at explaining the evolution of trading...