SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market
16 references·2 citing·34 second hop
The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market (2019)The hidden predictive power of cryptocurr…Some stylized facts of the Bitcoin market (2017)Some stylized facts of the Bi…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Bitcoin, gold and the US dollar – A replication and extension (2017)Bitcoin, gold and the US doll…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinOn the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Negative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)The digital traces of bubbles…BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Predicting returns with financial ratios (2004)Predicting returns with finan…Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model (2023)Forecasting the stock-cryptoc…Volatility spillovers among G7, E7 stock markets and cryptocurrencies (2022)Volatility spillovers among G…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)A test for independence based on the correlation dimension (1996)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Asset returns and inflation (1977)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient tests of stock return predictability☆ (2006)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Comparing Predictive Accuracy (1994)Macroeconomic Forecasting Using Diffusion Indexes (2002)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)
this work references cited by second hop

References

  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2004Predicting returns with financial ratios1,002 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2017Bitcoin, gold and the US dollar – A replication and extension518 cited
  • 2016Negative bubbles and shocks in cryptocurrency markets508 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2014
The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy
466 cited
  • 2017Some stylized facts of the Bitcoin market449 cited
  • Cited by

    • 2022Volatility spillovers among G7, E7 stock markets and cryptocurrencies28 cited
    • 2023Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model21 cited