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Asymmetric monetary policy effects on cryptocurrency markets
13 references·1 citing·45 second hop
Asymmetric monetary policy effects on cryptocurrency markets (2019)Asymmetric monetary policy effects on cry…Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position (2019)Cryptocurrency reaction to FO…Semi-strong efficiency of Bitcoin (2018)Semi-strong efficiency of Bit…Return and volatility spillovers among cryptocurrencies (2018)Return and volatility spillov…Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach (2018)Network causality structures …How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets (2018)How investible is Bitcoin? An…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Interest Rate Surprises and Stock Prices (2002)Interest Rate Surprises and S…Asymmetric Effects of Interest Rate Changes on Stock Prices (2000)Asymmetric Effects of Interes…Asymmetric Price and Volatility Adjustments in Emerging Asian Stock Markets (1999)Asymmetric Price and Volatili…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Discount rate changes and security returns in the U.S., 1962–1991 (1995)Discount rate changes and sec…Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning (2022)Can investors’ informed tradi…Stock Prices and Economic News (1985)Business conditions and expected returns on stocks and bonds (1989)Stock Returns, Expected Returns, and Real Activity (1990)Monetary environments and international stock returns (1999)The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data (2008)The response of global equity indexes to U.S. monetary policy announcements (2008)Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Econometric Analysis of Cross Section and Panel Data (2001)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Macroeconomics and Reality (1980)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Dynamic Conditional Correlation (2002)Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2018)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Bitcoin and gold price returns: A quantile regression and NARDL analysis (2020)How does economic policy uncertainty affect the bitcoin market? (2020)The Effects of Central Bank Digital Currencies News on Financial Markets (2022)Oil prices, US stock return, and the dependence between their quantiles (2015)Measuring Economic Policy Uncertainty* (2016)Dynamic connectedness and integration in cryptocurrency markets (2018)Herding behaviour in cryptocurrencies (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)The Behavior of Stock-Market Prices (1965)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies (2018)Prediction of cryptocurrency returns using machine learning (2020)The Inefficiency of Bitcoin (2016)Bitcoin volatility, stock market and investor sentiment. Are they connected? (2019)Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply (2019)Convolution on neural networks for high-frequency trend prediction of cryptocurrency exchange rates using technical indicators (2020)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Generalized impulse response analysis in linear multivariate models (1998)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)High frequency volatility co-movements in cryptocurrency markets (2019)Information interdependence among energy, cryptocurrency and major commodity markets (2019)Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies (2022)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
this work references cited by second hop

References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2018Return and volatility spillovers among cryptocurrencies330 cited
  • 2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach262 cited
  • 2018Semi-strong efficiency of Bitcoin259 cited
  • 2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets232 cited
  • 2019Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position217 cited
  • 1995Discount rate changes and security returns in the U.S., 1962–1991175 cited
  • 2000Asymmetric Effects of Interest Rate Changes on Stock Prices100 cited
  • 1999Asymmetric Price and Volatility Adjustments in Emerging Asian Stock Markets98 cited
  • 2002Interest Rate Surprises and Stock Prices62 cited

Cited by

  • 2022Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning27 cited

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