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Crypto price discovery through correlation networks
16 references·6 citing·41 second hop
Crypto price discovery through correlation networks (2019)Crypto price discovery through correlatio…Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis (2018)Long- and Short-Term Cryptocu…Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)Virtual relationships: Short-…On the return-volatility relationship in the Bitcoin market around the price crash of 2013 (2017)On the return-volatility rela…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinSpeculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Price discovery on Bitcoin exchanges (2015)Price discovery on Bitcoin ex…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Cluster analysis for portfolio optimization (2007)Cluster analysis for portfoli…A tool for filtering information in complex systems (2005)A tool for filtering informat…Random matrix approach to cross correlations in financial data (2002)Random matrix approach to cro…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…One Security, Many Markets: Determining the Contributions to Price Discovery (1995)One Security, Many Markets: D…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis (2024)The use of high-frequency dat…The great crypto crash in September 2018: why did the cryptocurrency market collapse? 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References

  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2002Random matrix approach to cross correlations in financial data936 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2017Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets365 cited
  • 2015Price discovery on Bitcoin exchanges332 cited
  • 2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis306 cited
  • 2007Cluster analysis for portfolio optimization

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284 cited
  • 2017On the return-volatility relationship in the Bitcoin market around the price crash of 2013264 cited
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    • 2020Cryptocurrency Volatility Markets38 cited
    • 2022Sentiment, Google queries and explosivity in the cryptocurrency market31 cited
    • 2023The great crypto crash in September 2018: why did the cryptocurrency market collapse?29 cited
    • 2022Fund portfolio networks: A climate risk perspective28 cited
    • 2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis26 cited