-run. We cannot fully confirm the hypothesis that the BitCoin price relationship is stronger with those Altcoins that are more … formation to a greater degree than BitCoin does. The virtual currency supply is exogenous and therefore plays only a limited …This study empirically examines interdependencies between BitCoin and altcoin markets in the short- and long-run. We …

-run. We cannot fully confirm the hypothesis that the BitCoin price relationship is stronger with those Altcoins that are more … formation to a greater degree than BitCoin does. The virtual currency supply is exogenous and therefore plays only a limited …This study empirically examines interdependencies between BitCoin and altcoin markets in the short- and long-run. We …

-run. We cannot fully confirm the hypothesis that the BitCoin price relationship is stronger with those Altcoins that are more … formation to a greater degree than BitCoin does. The virtual currency supply is exogenous and therefore plays only a limited …This study empirically examines interdependencies between BitCoin and altcoin markets in the short- and long-run. We …

Heteroscedasticity framework using high frequency data. Derived from a theoretical model, we estimate BitCoin transaction demand and …, our empirical results confirm that both the BitCoin transaction demand and speculative demand have a statistically …This is the first paper that estimates the price determinants of BitCoin in a Generalised Autoregressive Conditional …

This paper analyses the relationship between BitCoin price and supply-demand fundamentals of BitCoin, global macro …-financial indicators and BitCoin’s attractiveness for investors. Using daily data for the period 2009-2014 and applying time …-series analytical mechanisms, we find that BitCoin market fundamentals and BitCoin’s attractiveness for investors have a significant …

review (SLR) of Bitcoin-related articles published in the leading finance, economics and accounting journals between 2018 and … of research on Bitcoin lacks coherence and interconnectedness, leading to a limited understanding of the underlying … decentralized payment system, equilibrium price, market microstructure, trading patterns and regulation of Bitcoin. In this context …

as well as the comparison of Bitcoins and gold. Second, the paper empirically analyses Bitcoin prices using an … autoregressive jump-intensity GARCH model; a model tested and proven by the empirical finance community. Results suggest that Bitcoin …