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The effects of markets, uncertainty and search intensity on bitcoin returns · Study

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ArticleThe effects of markets, uncertainty and search intensity on bitcoin returns

Theodore Panagiotidis2018

Article2018

The effects of markets, uncertainty and search intensity on bitcoin returns

Theodore Panagiotidis · Thanasis Stengos · Orestis Vravosinos

163 citations·0/0 files stored·International Review of Financial Analysis

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Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1998Generalized impulse response analysis in linear multivariate models 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2005Estimation and Inference of Impulse Responses by Local Projections 2002Determining the Number of Factors in Approximate Factor Models 2002Forecasting Using Principal Components From a Large Number of Predictors 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach 2015Bitcoin, gold and the dollar – A GARCH volatility analysis 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?

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2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets 2019Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis 2020Economic policy uncertainty and the Bitcoin-US stock nexus 2021Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model 2021Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19

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2019CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONSarticle · 36 shared references 2019News and subjective beliefs: A Bayesian approach to Bitcoin investmentsarticle · 35 shared references 2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysisarticle · 29 shared references 2020Policy uncertainty and Bitcoin returnsarticle · 26 shared references 2020Investor attention and the pricing of cryptocurrency marketarticle · 22 shared references 2019Return and volatility spillovers between Bitcoin and other asset classes in Turkeyarticle · 21 shared references

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Year2018

Typearticle

Published2018-11-14

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations163

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.irfa.2018.11.002

openalex_workW2900766825

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2019Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume

2021Investor attention and cryptocurrency: Evidence from the Bitcoin market

2020Tail behavior of Bitcoin, the dollar, gold and the stock market index