SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Exploring the dynamics of Bitcoin’s price: a Bayesian structural time series approach
16 references·15 citing·35 second hop
Exploring the dynamics of Bitcoin’s price: a Bayesian structural time series approach (2018)Exploring the dynamics of Bitcoin’s price…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)Predicting Fluctuations in Cr…Bitcoin: a beginning of a new phase? (2016)Bitcoin: a beginning of a new…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Using Time-Series and Sentiment Analysis to Detect the Determinants of Bitcoin Prices (2015)Using Time-Series and Sentime…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…How is Bitcoin Money? (2015)How is Bitcoin Money?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…Nowcasting the Bitcoin Market with Twitter Signals (2014)Nowcasting the Bitcoin Market…Bitcoins as an investment or speculative vehicle? A first look (2014)Bitcoins as an investment or …Bayesian Variable Selection for Nowcasting Economic Time Series (2013)Bayesian Variable Selection f…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Interconnectedness among cryptocurrencies and financial markets: a systematic literature review (2025)Interconnectedness among cryp…Applying Artificial Intelligence in Cryptocurrency Markets: A Survey (2022)Applying Artificial Intellige…When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis (2021)When, where, and how economic…Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets (2021)Up or down? Short-term revers…On cryptocurrencies as an independent asset class: Long-horizon and COVID-19 pandemic era decoupling from global sentiments (2021)On cryptocurrencies as an ind…Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment (2021)Nonlinear nexus between crypt…Modeling Bitcoin price volatility: long memory vs Markov switching (2021)Modeling Bitcoin price volati…Cryptocurrency Portfolio Selection—A Multicriteria Approach (2021)Cryptocurrency Portfolio Sele…Attracting new users or business as usual? A case study of converting academic subscription-based journals to open access (2021)Attracting new users or busin…A differential evolution-based regression framework for forecasting Bitcoin price (2021)A differential evolution-base…Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration (2020)Value at risk and returns of …The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model (2020)The asymmetric effect of bitc…Is the status of gold threatened by Bitcoin? (2020)Is the status of gold threate…Economic policy uncertainty and the Bitcoin-US stock nexus (2020)Economic policy uncertainty a…Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis (2020)Does transaction activity pre…A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)The Adjustment of Stock Prices to New Information (1969)Computational Social Science (2009)Twitter mood predicts the stock market (2011)Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? (2017)Using wavelets to decompose the time–frequency effects of monetary policy (2008)On the inefficiency of Bitcoin (2016)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Oil prices, US stock return, and the dependence between their quantiles (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Dynamic connectedness and integration in cryptocurrency markets (2018)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Dynamic Conditional Correlation (2002)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Judgment Under Uncertainty: Heuristics and Biases. (1984)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Negative bubbles and shocks in cryptocurrency markets (2016)Informational efficiency of Bitcoin—An extension (2017)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
this work references cited by second hop

References

  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 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
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2014Bitcoins as an investment or speculative vehicle? A first look635 cited
  • 2014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy466 cited
  • 2016Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies286 cited
  • 2015Using Time-Series and Sentiment Analysis to Detect the Determinants of Bitcoin Prices173 cited
  • 2013Bayesian Variable Selection for Nowcasting Economic Time Series137 cited
  • 2016Bitcoin: a beginning of a new phase?123 cited

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

  • 2015How is Bitcoin Money?116 cited
  • 2014Nowcasting the Bitcoin Market with Twitter Signals81 cited
  • Cited by

    • 2020Economic policy uncertainty and the Bitcoin-US stock nexus91 cited
    • 2021When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis76 cited
    • 2020The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model68 cited
    • 2021Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment64 cited
    • 2020Is the status of gold threatened by Bitcoin?56 cited
    • 2021A differential evolution-based regression framework for forecasting Bitcoin price55 cited
    • 2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets43 cited
    • 2022Applying Artificial Intelligence in Cryptocurrency Markets: A Survey42 cited
    • 2020Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis35 cited
    • 2021On cryptocurrencies as an independent asset class: Long-horizon and COVID-19 pandemic era decoupling from global sentiments35 cited
    • 2021Cryptocurrency Portfolio Selection—A Multicriteria Approach34 cited
    • 2020Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration26 cited
    • 2021Modeling Bitcoin price volatility: long memory vs Markov switching20 cited
    • 2025Interconnectedness among cryptocurrencies and financial markets: a systematic literature review18 cited
    • 2021Attracting new users or business as usual? A case study of converting academic subscription-based journals to open access7 cited