Causality-in-mean and causality-in-variance among Bitcoin, Litecoin, and Ethereum
E Gemici, M Polat - Studies in Economics and Finance, 2021 - emerald.com
Purpose This study aims to examine the volatility spillovers between Bitcoin (BTC), Litecoin
(LTC) and Ethereum (ETH) as they are related to structural breaks. Design/methodology …
(LTC) and Ethereum (ETH) as they are related to structural breaks. Design/methodology …
A core-based quota allocation model for the Bitcoin-refunded Blockchain network
E Bolonhez, T Silva, B Fanzeres - Expert Systems with Applications, 2022 - Elsevier
Bitcoin operates in a Blockchain network under which a group of participants are
responsible for adding new blocks to the chain. The participants are called miners and the …
responsible for adding new blocks to the chain. The participants are called miners and the …
Stochastic modeling approaches for analyzing blockchain: A survey
Blockchain technology has been attracting much attention from both academia and industry.
It brings many benefits to various applications like Internet of Things. However, there are …
It brings many benefits to various applications like Internet of Things. However, there are …
Investigation of financial markets performance due to coronavirus outbreak: EGARCH and bivariate regression approach
A Rokhsari, N Doodman… - International Journal of …, 2022 - inderscienceonline.com
The emergence of COVID-19 since December 2019 has dramatically affected financial
markets and economies across the world. This paper aims to investigate the detrimental …
markets and economies across the world. This paper aims to investigate the detrimental …
Bitcoin's innovative aspects, return volatility and uncertainty shocks
BF Frascaroli - International Journal of Financial Markets …, 2020 - inderscienceonline.com
This paper investigates how Bitcoin's (BTC) return volatility is affected by the main global
financial market indicators, its own innovative aspects and uncertainty. First, the strategy …
financial market indicators, its own innovative aspects and uncertainty. First, the strategy …
Previsão de value-at-risk para o mercado de criptomoedas usando modelos EGARCH com regimes markovianos
PF Marschner, PS Ceretta - Brazilian Review of Finance, 2020 - periodicos.fgv.br
This study aims to understand the volatile behavior of six highly representative
cryptocurrencies. To do so, EGARCH and Markov-switching EGARCH models were …
cryptocurrencies. To do so, EGARCH and Markov-switching EGARCH models were …
Co-skewness, co-kurtosis and their implications on asset pricing of cryptocurrencies
This study examines several asset pricing specifications applied for a sample of 72
cryptocurrencies. We extend the existing literature on asset pricing of cryptocurrencies by …
cryptocurrencies. We extend the existing literature on asset pricing of cryptocurrencies by …
Forecasting value-at-risk for the cryptocurrency market using Markov-switching EGARCH models/Previsao de value-at-risk para o mercado de criptomoedas usando …
PF Marschner, PS Ceretta - Revista Brasileira de Financas, 2020 - go.gale.com
This study aims to understand the volatile behavior of six highly representative
cryptocurrencies. To do so, EGARCH and Markov-switching EGARCH models were …
cryptocurrencies. To do so, EGARCH and Markov-switching EGARCH models were …
[PDF][PDF] A Nucleolus-Based Quota Allocation Model for the Bitcoin-Refunded Blockchain Network
E Bolonhez, T Silva, BF dos Santos - 2021 - scholar.archive.org
The Bitcoin operates in a Blockchain network under which a group of participants are
responsible for adding new blocks into the chain. These participants are called miners and …
responsible for adding new blocks into the chain. These participants are called miners and …
[PDF][PDF] Bitcoin's return volatility and uncertainty shocks
BF Frascaroli - 2019 - anpec.org.br
This paper investigates how Bitcoin's (BTC) return volatility is affected by its own innovative
aspects, by the main global financial market indicators, and by shocks on volatility and …
aspects, by the main global financial market indicators, and by shocks on volatility and …