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The drivers of Bitcoin demand: A short and long-run analysis
16 references·3 citing·37 second hop
The drivers of Bitcoin demand: A short and long-run analysis (2019)The drivers of Bitcoin demand: A short an…The General Theory of Employment, Interest, and Money (2018)The General Theory of Employm…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…A Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…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…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Introductory Econometrics for Finance (2008)Introductory Econometrics for…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A Monetary History of the United States, 1867-1960 (1964)A Monetary History of the Uni…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets (2024)Quantile time-frequency spill…Cryptocurrency Market Consolidation in 2020–2021 (2021)Cryptocurrency Market Consoli…The correlation strength of the most important cryptocurrencies in the bull and bear market (2020)The correlation strength of t…The Pricing of Options and Corporate Liabilities (1973)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)A CNN–LSTM model for gold price time-series forecasting (2020)A Monetary History of the United States 1867-1960 (1964)Bank Runs, Deposit Insurance, and Liquidity (1983)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Why Does Stock Market Volatility Change Over Time? (1989)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Economic Freedom of the World: 2022 Annual Report (2022)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Optimal monetary policy with staggered wage and price contracts (2000)Investor Psychology and Asset Pricing (2001)
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References

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  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis

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989 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
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    • 2020The correlation strength of the most important cryptocurrencies in the bull and bear market20 cited