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ArticleCrypto price discovery through correlation networks

Paolo Giudici2019

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Articlegreen2019

Crypto price discovery through correlation networks

Paolo Giudici · Gloria Polinesi

95 citations·0/0 files stored·Annals of Operations Research

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Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 1999Hierarchical structure in financial markets 1995One Security, Many Markets: Determining the Contributions to Price Discovery 2015Bitcoin, gold and the dollar – A GARCH volatility analysis 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets 1995Estimation of Common Long-Memory Components in Cointegrated Systems 2016The Inefficiency of Bitcoin

Cited by

2023Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis 2020Cryptocurrency Volatility Markets 2022Sentiment, Google queries and explosivity in the cryptocurrency market 2023The great crypto crash in September 2018: why did the cryptocurrency market collapse?2022Fund portfolio networks: A climate risk perspective

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Year2019

Typearticle

Published2019-05-29

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations95

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1007/s10479-019-03282-3

openalex_workW2947716705

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