Narrow search
Showing 1 - 10 of 633,409
Cover Image
An empirical test for bubbles in cryptocurrency markets
Waters, George; Thuy Bui - In: Journal of economics and finance : JEF 46 (2022) 1, pp. 207-219
Persistent link: https://www.econbiz.de/10012795678
Cover Image
Bubbles in Ethereum
Bellón, Carlos; Figuerola-Ferretti, Isabel - In: Finance research letters 46 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013341590
Cover Image
Explosive behavior in the prices of Bitcoin and altcoins
Cagli, Efe Çaglar - In: Finance research letters 29 (2019), pp. 398-403
Persistent link: https://www.econbiz.de/10012419534
Cover Image
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 … uncertainty and stock market volatility are among the most important variables for bitcoin. We also trace strong evidence of … bubbly bitcoin behavior in the 2017-2018 period. …
Persistent link: https://www.econbiz.de/10012173752
Cover Image
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
Cover Image
Crypto market dynamics in stressful conditions
Desagre, Christophe; Mazza, Paolo; Petitjean, Mikael - In: Applied economics 55 (2023) 27, pp. 3121-3153
Persistent link: https://www.econbiz.de/10014299136
Cover Image
Datestamping the Bitcoin and Ethereum bubbles
Corbet, Shaen; Lucey, Brian M.; Yarovaya, Larisa - In: Finance research letters 26 (2018), pp. 81-88
Persistent link: https://www.econbiz.de/10012005563
Cover Image
Bitcoin price and its marginal cost of production : support for a fundamental value
Hayes, Adam S. - In: Applied economics letters 26 (2019) 7, pp. 554-560
Persistent link: https://www.econbiz.de/10012204274
Cover Image
The mutual predictability of Bitcoin and web search dynamics
Süssmuth, Bernd - In: Journal of forecasting 41 (2022) 3, pp. 435-454
Persistent link: https://www.econbiz.de/10013166153
Cover Image
Bitcoin bubble trouble
Kreuser, Jérôme; Sornette, Didier - 2018 - Revised 18-Jun-18
investment strategies applied to Bitcoin. Our bubble model is defined as a geometric Brownian motion combined with separate crash …-free asset. Using our bubble model on Bitcoin from 8-Jul-2013 until 19-Dec-2017 would have generated a CAGR of 140% with a …We present a dynamic Rational Expectations (RE) bubble model of prices with the intention to evaluate it on optimal …
Persistent link: https://www.econbiz.de/10011899594