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Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices
16 references·0 citing·48 second hop
Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices (2020)Demythifying the belief in cryptocurrenci…Signatures of the Crypto-Currency Market Decoupling from the Forex (2019)Signatures of the Crypto-Curr…Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero (2018)Factors Influencing Cryptocur…Collective behavior of cryptocurrency price changes (2018)Collective behavior of crypto…Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects (2018)Bitcoin market route to matur…GARCH Modelling of Cryptocurrencies (2017)GARCH Modelling of Cryptocurr…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…What drives Bitcoin price? (2016)What drives Bitcoin price?Taming the Beast: A Scientific Definition of Fintech (2016)Taming the Beast: A Scientifi…Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)Predicting Fluctuations in Cr…Decentralized Blockchain Technology and the Rise of Lex Cryptographia (2015)Decentralized Blockchain Tech…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Statistical Tools for Finance and Insurance (2011)Statistical Tools for Finance…Random matrix approach to cross correlations in financial data (2002)Random matrix approach to cro…Empirical Science of Financial Fluctuations (2002)Empirical Science of Financia…Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Universal and Nonuniversal Pr…Noise Dressing of Financial Correlation Matrices (1999)Noise Dressing of Financial C…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Statistical tests for power-law cross-correlated processes (2011)Physical approach to complex systems (2012)Statistical physics of human cooperation (2017)Modern Portfolio Theory and Investment Analysis. 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References

  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,695 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,425 cited
  • 1999Noise Dressing of Financial Correlation Matrices1,282 cited
  • 2015Decentralized Blockchain Technology and the Rise of Lex Cryptographia1,029 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
  • 2002Random matrix approach to cross correlations in financial data936 cited
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  • 2017GARCH Modelling of Cryptocurrencies386 cited
  • 2016Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies286 cited
  • 2018Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero246 cited
  • 2011Statistical Tools for Finance and Insurance159 cited
  • 2018Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects120 cited
  • 2018Collective behavior of cryptocurrency price changes113 cited
  • 2002Empirical Science of Financial Fluctuations109 cited
  • 2016What drives Bitcoin price?

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  • 2019Signatures of the Crypto-Currency Market Decoupling from the Forex69 cited
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