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A principal component-guided sparse regression approach for the determination of bitcoin returns
Panagiōtidēs, Theodōros; Stengos, Thanasēs; … - In: Journal of risk and financial management : JRFM 13 (2020) 2/33, pp. 1-10
We examine the significance of fourty-one potential covariates of bitcoin returns for the period 2010-2018 (2872 daily observations). The recently introduced principal component-guided sparse regression is employed. We reveal that economic policy uncertainty and stock market volatility are among...
Persistent link: https://www.econbiz.de/10012173752
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A principal component-guided sparse regression approach for the determination of bitcoin returns
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2020
Persistent link: https://www.econbiz.de/10012152311
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The effects of markets, uncertainty and search intensity on bitcoin returns
Panagiōtidēs, Theodōros; Stengos, Thanasēs; … - In: International review of financial analysis 63 (2019), pp. 220-242
Persistent link: https://www.econbiz.de/10012207452
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A Bayesian approach for the determinants of bitcoin returns
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2023
Persistent link: https://www.econbiz.de/10014333355
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On the volatility of cryptocurrencies
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2022
Persistent link: https://www.econbiz.de/10012938838
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A Bayesian approach for the determinants of bitcoin returns
Panagiōtidēs, Theodōros; Papapanagiotou, Georgios; … - In: International review of financial analysis 91 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014447036
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Revisiting the Mankiw et al. (1992) growth regressions
Boikos, Spyridon; Panagiōtidēs, Theodōros; … - In: Economics and Business Letters : EBL 12 (2023) 3, pp. 241-247
Persistent link: https://www.econbiz.de/10014448445
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On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros; Papapanagiotou, Georgios; … - In: Research in international business and finance 62 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
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Testing the assumption of linearity
Panagiōtidēs, Theodōros (contributor) - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001739900
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Market capitalization and efficiency. Does it matter? : Evidence from the Athens stock exchange
Panagiōtidēs, Theodōros (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002039691