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The effects of markets, uncertainty and search intensity on bitcoin returns
16 references·16 citing·33 second hopsampled
The effects of markets, uncertainty and search intensity on bitcoin returns (2018)The effects of markets, uncertainty and s…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…The Inefficiency of Bitcoin (2016)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…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…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…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…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Interactions between investors’ fear and greed sentiment and Bitcoin prices (2023)Interactions between investor…Behavioural finance and cryptocurrencies (2022)Behavioural finance and crypt…The determinants of Bitcoin returns and volatility: Perspectives on global and national economic policy uncertainty (2021)The determinants of Bitcoin r…Investor attention and cryptocurrency: Evidence from the Bitcoin market (2021)Investor attention and crypto…Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19 (2021)Capture the contagion network…Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model (2021)Can both Bitcoin and gold ser…Tail behavior of Bitcoin, the dollar, gold and the stock market index (2020)Tail behavior of Bitcoin, the…Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements (2020)Riding the Wave of Crypto-Exu…Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple (2020)Long Memory in the Volatility…Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings (2020)Is Bitcoin Similar to Gold? A…Forecasting Realized Volatility of Bitcoin: The Role of the Trade War (2020)Forecasting Realized Volatili…Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets (2020)Effects of economic policy un…Economic policy uncertainty and the Bitcoin-US stock nexus (2020)Economic policy uncertainty a…Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume (2019)Today I got a million, tomorr…News and subjective beliefs: A Bayesian approach to Bitcoin investments (2019)News and subjective beliefs: …Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis (2019)Cryptocurrencies and equity f…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)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)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)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Discretion versus policy rules in practice (1993)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)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)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Extreme Correlation of International Equity Markets (2001)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 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
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited

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  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • Cited by

    • 2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets113 cited
    • 2019Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis104 cited
    • 2020Economic policy uncertainty and the Bitcoin-US stock nexus91 cited
    • 2021Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model89 cited
    • 2021Capture the contagion network of bitcoin – Evidence from pre and mid COVID-1979 cited
    • 2019Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume75 cited
    • 2020Tail behavior of Bitcoin, the dollar, gold and the stock market index72 cited
    • 2021Investor attention and cryptocurrency: Evidence from the Bitcoin market72 cited
    • 2023Interactions between investors’ fear and greed sentiment and Bitcoin prices68 cited
    • 2020Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings64 cited
    • 2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War63 cited
    • 2021The determinants of Bitcoin returns and volatility: Perspectives on global and national economic policy uncertainty61 cited
    • 2020Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple60 cited
    • 2020Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements57 cited
    • 2022Behavioural finance and cryptocurrencies52 cited
    • 2019News and subjective beliefs: A Bayesian approach to Bitcoin investments47 cited