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Does Bitcoin behave as a currency?: A standard monetary model approach
16 references·1 citing·42 second hop
Does Bitcoin behave as a currency?: A standard monetary model approach (2020)Does Bitcoin behave as a currency?: A sta…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Common Risk Factors in Currency Markets (2011)Common Risk Factors in Curren…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Leading Indicators of Currency Crises (1998)Leading Indicators of Currenc…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …Contagious Currency Crises: First Tests (1996)Contagious Currency Crises: F…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…Evaluation of Cryptocurrencies for Investment Decisions in the Era of Industry 4.0: A Borda Count-Based Intuitionistic Fuzzy Set Extensions EDAS-MAIRCA-MARCOS Multi-Criteria Methodology (2022)Evaluation of Cryptocurrencie…Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)A Model of Balance-of-Payments Crises (1979)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)From Financial Crash to Debt Crisis (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)Asset Prices in an Exchange Economy (1978)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Presidential Address: Discount Rates (2011)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Economic Crises: Evidence and Insights from East Asia (1998)What caused the Asian currency and financial crisis? (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Solution of Linear Difference Models under Rational Expectations (1980)
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2018
Price manipulation in the Bitcoin ecosystem
746 cited

Cited by

  • 2022Evaluation of Cryptocurrencies for Investment Decisions in the Era of Industry 4.0: A Borda Count-Based Intuitionistic Fuzzy Set Extensions EDAS-MAIRCA-MARCOS Multi-Criteria Methodology44 cited