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Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen.
In: MPRA Paper.
RePEc:pra:mprapa:89445.

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Cited: 3

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Cites: 100

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Cocites: 49

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  1. Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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  2. Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach. (2020). GUPTA, RANGAN ; Bouri, Elie ; Zhang, Yue-Jun.
    In: Working Papers.
    RePEc:pre:wpaper:202027.

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  3. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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References

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  28. Coronavirus Pandemic Impact on the Nexus Between Gold and Bitcoin Prices. (2020). Al-Naif, Khaled L.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:11:y:2020:i:5:p:442-449.

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  29. Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?. (2020). de Giuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina ; DeGiuli, Maria Elena .
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452.

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  30. Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings. (2020). Kyriazis, Nikolaos A.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:88-:d:352757.

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  31. Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns. (2020). Ozturk, Serda Selin.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:275-:d:442690.

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  32. Is Bitcoin a currency, a technology-based product, or something else?. (2020). White, Reilly ; Walsh, Steven ; Islam, Nazrul ; Marinakis, Yorgos.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:151:y:2020:i:c:s0040162519301337.

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  33. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

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  34. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. (2020). Bouri, Elie ; Roubaud, David ; Hussain, Syed Jawad ; Lucey, Brian ; Kristoufek, Ladislav.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164.

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  35. Do Bitcoin and other cryptocurrencies jump together?. (2020). Hussain, Syed Jawad ; Roubaud, David ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:396-409.

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  36. Structural breaks and trend awareness-based interaction in crypto markets. (2020). Chen, Hongzhuan ; Telli, Ahin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120304726.

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  37. Real-time prediction of Bitcoin bubble crashes. (2020). Zhu, Wei ; Shu, Min.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437120302077.

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  38. Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:67:y:2020:i:c:s104244312030086x.

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  39. Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

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  40. Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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  41. Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348.

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  42. Time-varying volatility spillovers among bitcoin and commodity currencies. (2019). Gharbi, Feriel.
    In: Journal of Statistical and Econometric Methods.
    RePEc:spt:stecon:v:8:y:2019:i:4:f:8_4_2.

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  43. Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986.

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  44. Bitcoin price–volume: A multifractal cross-correlation approach. (2019). Roubaud, David ; Bouri, Elie ; el Alaoui, Marwane .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306251.

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  45. Spillovers between Bitcoin and other assets during bear and bull markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:55:p:5935-5949.

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  46. Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen.
    In: MPRA Paper.
    RePEc:pra:mprapa:89445.

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  47. Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Custovic, Anessa ; Ghysels, Eric.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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  48. Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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