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Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?
16 references·4 citing·37 second hop
Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World? (2018)Information Transmission Between Cryptocu…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Liquidity and market efficiency in cryptocurrencies (2018)Liquidity and market efficien…Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)Virtual relationships: Short-…The inefficiency of Bitcoin revisited: A dynamic approach (2017)The inefficiency of Bitcoin r…Some stylized facts of the Bitcoin market (2017)Some stylized facts of the Bi…Informational efficiency of Bitcoin—An extension (2017)Informational efficiency of B…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinWhat 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…Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices (2015)Crypto-currency bubbles: an a…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …MONEY AND THE MECHANISM OF EXCHANGE (1989)MONEY AND THE MECHANISM OF EX…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…An analysis of investors’ behavior in Bitcoin market (2022)An analysis of investors’ beh…Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak (2021)Bitcoin and Altcoins Price De…Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns (2020)Nonlinear Autoregressive Dist…Analysis of Bitcoin prices using market and sentiment variables (2020)Analysis of Bitcoin prices us…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)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)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)The two concepts of money: implications for the analysis of optimal currency areas (1998)Markets, Firms, and the Process of Economic Development (1999)Global Imbalances and the Financial Crisis: Link or No Link? (2011)An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2016The Inefficiency of Bitcoin1,292 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
  • 1989MONEY AND THE MECHANISM OF EXCHANGE692 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
  • 2017Some stylized facts of the Bitcoin market449 cited
  • 2015Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices368 cited
  • 2017Informational efficiency of Bitcoin—An extension365 cited
  • 2017Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets

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365 cited
  • 2018Liquidity and market efficiency in cryptocurrencies360 cited
  • Cited by

    • 2020Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns45 cited
    • 2020Analysis of Bitcoin prices using market and sentiment variables45 cited
    • 2021Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak36 cited
    • 2022An analysis of investors’ behavior in Bitcoin market36 cited