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Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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  1. Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics. (2024). Thlissaint, Josu.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:2024-14.

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  2. Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models. (2024). Rondeau, Fabien ; Tuffry, Stphane ; Thlissaint, Josu ; Martin, Franck ; Jamhamed, Fayssal.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:2024-13.

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