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

investment strategies applied to Bitcoin. Our bubble model is defined as a geometric Brownian motion combined with separate crash … (and rally) discrete jump distributions associated with positive (and negative) bubbles. The RE condition implies that the … excess risk premium of the risky asset exposed to crashes is an increasing function of the amplitude of the expected crash …

This paper deals with cryptocurrency bubbles. First, it points out that a number of recent papers on cryptocurrency … presence of cryptocurrency bubbles or the fundamental value of cryptocurrencies is needless. Second, the paper conducts a short … bubbles are awed due to an insufficient consideration of the fundamental value of cryptocurrencies. As even fiat money is said …