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Co-movement in crypto-currency markets: evidences from wavelet analysis
16 references·8 citing·28 second hop
Co-movement in crypto-currency markets: evidences from wavelet analysis (2019)Co-movement in crypto-currency markets: e…What Causes the Attention of Bitcoin? (2018)What Causes the Attention of …Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)Virtual relationships: Short-…Price clustering in Bitcoin (2017)Price clustering in BitcoinThe Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinNegative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…What Are the Main Drivers of the Bitcoin Price? 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(2019)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)Searching for safe-haven assets during the COVID-19 pandemic (2020)Informational efficiency of Bitcoin—An extension (2017)An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)The inefficiency of Bitcoin revisited: A dynamic approach (2017)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)
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References

  • 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
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2014Bitcoins as an investment or speculative vehicle? A first look635 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 2016Negative bubbles and shocks in cryptocurrency markets508 cited
  • 2018What Causes the Attention of Bitcoin?389 cited
  • 2015Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices368 cited
  • 2017Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets

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365 cited
  • 2017Price clustering in Bitcoin355 cited
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    • 2023Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets39 cited
    • 2022Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets38 cited
    • 2024Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network38 cited
    • 2020Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market25 cited
    • 2021Adaptive calendar effects and volume of extra returns in the cryptocurrency market22 cited