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Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies. (2024). Pooya, Alireza ; Roozkhosh, Pardis.
In: Computational Economics.
RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10477-1.

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  34. One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles. (2021). Fernandez Bariviera, Aurelio.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303925.

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  35. The Bitcoin gold correlation puzzle. (2021). Hoang, Lai ; Baur, Dirk G.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001052.

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  36. WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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  37. Compensatory model for quantile estimation and application to VaR. (2021). Yang, Shuzhen.
    In: Papers.
    RePEc:arx:papers:2112.07278.

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  38. Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438.

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  39. Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Abakah, Emmanuel ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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  40. Gold, platinum, and expected Bitcoin returns. (2020). Burggraf, Tobias ; Duc, Toan Luu ; Wang, Mei.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177.

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  41. Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). Conlon, Thomas ; McGee, Richard.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244.

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  42. What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; HU, YANG ; Hou, Yang Greg.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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  43. Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301777.

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  44. The impact of blockchain related name changes on corporate performance. (2020). Yarovaya, Larisa ; Sensoy, Ahmet ; Corbet, Shaen ; Akyildirim, Erdinc.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302030.

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  45. Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Fabio ; Caporale, Guglielmo Maria ; Kang, Woo-Young.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8324.

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  46. A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Chi, Yeguang ; Hao, Wenyan.
    In: Papers.
    RePEc:arx:papers:2010.07402.

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  47. Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M.
    In: Papers.
    RePEc:arx:papers:2009.05652.

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  48. From code to market: Network of developers and correlated returns of cryptocurrencies. (2020). Gallo, Angela ; Lucchini, Lorenzo ; Alessandretti, Laura ; Lepri, Bruno ; Baronchelli, Andrea.
    In: Papers.
    RePEc:arx:papers:2004.07290.

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  49. Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi.
    In: Papers.
    RePEc:arx:papers:2003.09723.

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  50. One model is not enough: heterogeneity in cryptocurrencies multifractal profiles. (2020). Fernandez Bariviera, Aurelio.
    In: Papers.
    RePEc:arx:papers:2003.09720.

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