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Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet.
In: Economic Modelling.
RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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  1. Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship. (2024). Sethi, Dinabandhu ; Sahoo, Pradipta Kumar.
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  2. A note on the determinants of NFTs returns. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore.
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    RePEc:mcd:mcddps:2024_02.

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  3. Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao.
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  4. The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng.
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  5. A permutation entropy analysis of Bitcoin volatility. (2024). Olivier, Carel Petrus ; Seitshiro, Modisane ; Obanya, Praise Otito ; Verster, Tanja.
    In: Physica A: Statistical Mechanics and its Applications.
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  6. The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Elsayed, Ahmed ; Khalfaoui, Rabeh ; Helmi, Mohamad Husam.
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  7. Extremely stablecoins. (2024). Fernandez-Mejia, Julian.
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  8. Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi.
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  9. Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi.
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  10. Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Damianov, Damian S ; Shahedur, MD.
    In: International Review of Financial Analysis.
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  11. COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Qi, Haozhi ; Chen, Yanan.
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  12. A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng.
    In: The North American Journal of Economics and Finance.
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  13. Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian.
    In: Journal of Forecasting.
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  14. Trading cryptocurrencies using algorithmic average true range systems. (2023). Cohen, Gil.
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  15. Bitcoin daily price prediction through understanding blockchain transaction pattern with machine learning methods. (2023). Du, Linda ; Li, Xiao.
    In: Journal of Combinatorial Optimization.
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  16. Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray.
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  17. Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan.
    In: Financial Innovation.
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  18. Forecasting bitcoin volatility: exploring the potential of deep learning. (2023). Rubio, Lihki ; Ramos, Filipe R ; Pratas, Tiago E.
    In: Eurasian Economic Review.
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  19. Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David.
    In: Empirical Economics.
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  20. Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige.
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  21. Relation Between Bitcoin and Its Forks: An Empirical Investigation. (2023). Hamed, Nidaa ; Farooq, Omar ; Ahmed, Neveen.
    In: Eastern Economic Journal.
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  22. Exploring the nexus between price and volume changes in the cryptocurrency market. (2023). Babajide, Bola ; Adediran, Adeyinka ; Osina, Nataliia.
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  23. Intraday algorithmic trading strategies for cryptocurrencies. (2023). Cohen, Gil.
    In: Review of Quantitative Finance and Accounting.
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  24. A hybrid approach for forecasting bitcoin series. (2023). Belkacem, Lotfi ; Boubaker, Heni ; Mtiraoui, Amine.
    In: Research in International Business and Finance.
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  25. Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab.
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  26. How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr.
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  27. Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata.
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  28. How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?. (2023). ben Haj, Hayet ; ben Nouir, Jihed.
    In: Research in International Business and Finance.
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  29. An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey.
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  30. Bitcoin market networks and cyberattacks. (2023). Sousa, Ricardo ; Costantini, Mauro ; Mishra, Tapas ; Maaitah, Ahmad.
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  31. Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola.
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  32. Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca.
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  33. Predicting cryptocurrency market volatility: Novel evidence from climate policy uncertainty. (2023). Yu, Jize ; Jin, Daxiang.
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  34. A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Rocha, Luis ; Jing, Ruixue.
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  35. Return connectedness and volatility dynamics of the cryptocurrency network. (2023). Mishra, Ajay Kumar ; Misra, Arun Kumar ; Poddar, Abhishek.
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  36. How connected is the crypto market risk to investor sentiment?. (2023). Zhu, Hao ; Meng, Yiqun ; Lin, Xudong.
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  37. The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Yildirim, Durmu Ari ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail.
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  38. Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda.
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  39. Exploring the time-varying asymmetric effects of environmental regulation policies and human capital on sustainable development efficiency: A province level evidence from China. (2023). Chishti, Muhammad Zubair ; Arfaoui, Nadia.
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  40. Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair.
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  43. Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland.
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  45. Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong.
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  46. Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie.
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  47. An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim.
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  48. Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars.
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  49. A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue.
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  50. Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan.
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  53. Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models. (2022). Afjal, Mohd ; Sajeev, Kavya Clanganthuruthil.
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  54. Speculative bubbles and herding in cryptocurrencies. (2022). Yagli, Ibrahim ; Haykir, Ozkan.
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  55. Analysis of the cryptocurrency market using different prototype-based clustering techniques. (2022). Arroyo, Javier ; Lorenzo, Luis.
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  56. A bibliometric review of cryptocurrencies: how have they grown?. (2022). Uribe-Toril, Juan ; de Pablo-Valenciano, Jaime ; Cordero-Garcia, Jose Antonio ; Garcia-Corral, Francisco Javier.
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  57. Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets. (2022). Manzli, Yasmine Snene ; Frikha, Wajdi ; Ghorbel, Achraf.
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  58. True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. (2022). Mokni, Khaled ; Gil-Alana, Luis Alberiko ; Assaf, Ata.
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  59. Financial modelling, risk management of energy instruments and the role of cryptocurrencies. (2022). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Duc, Toan Luu ; Ullah, Subhan.
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  60. Energy Consumption and Bitcoin Market. (2022). Thu, Hien Thi ; Burggraf, Tobias ; Duong, Duy ; Quang, Anh Ngoc ; Bui, Nam Huu.
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  61. Do economic crises cause trading in Bitcoin?. (2022). Zhao, Jinsha.
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  62. Past, present, and future of the application of machine learning in cryptocurrency research. (2022). Baltas, Konstantinos ; Kong, Xiao-Lin ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Zureigat, Qasim.
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  63. Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification. (2022). Ziba, Damian ; Yarovaya, Larisa.
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  64. Semi-nonparametric risk assessment with cryptocurrencies. (2022). Perote, Javier ; Mora-Valencia, Andrés ; Jimenez, Ines.
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  65. An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies. (2022). Nadarajah, Saralees ; Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen.
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  67. Investors sentiments and the dynamic connectedness between cryptocurrency and precious metals markets. (2022). Oliyide, Johnson A ; Oyewole, Oluwatomisin J ; Fasanya, Ismail O.
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  68. Speculative trading in Bitcoin: A Brazilian market evidence. (2022). Neto, Giacomo Balbinotto ; Smaniotto, Emanuelle Nava.
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  70. Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin. (2022). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie ; Gkillas, Konstantinos.
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  71. Out-of-sample forecasting of cryptocurrency returns: A comprehensive comparison of predictors and algorithms. (2022). Tian, George Zhe ; Yae, James.
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  72. Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility. (2022). Kristjanpoller, Werner ; Tapia, Sebastian.
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  73. Liquidity Shocks, Price Volatilities, and Risk-managed Strategy: Evidence from Bitcoin and Beyond. (2022). Wang, Yanchen ; Tang, Tao.
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  74. Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy. (2022). Saleh, Mamdouh Abdulaziz ; Kenku, Oluwademilade T ; Oliyide, Johnson A ; Adekoya, Oluwasegun B.
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  75. Loaded for bear: Bitcoin private wallets, exchange reserves and prices. (2022). Baur, Dirk G ; Hoang, Lai T.
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  76. Can Bitcoin be Trusted? Quantifying the economic value of blockchain transactions. (2022). Svec, Jiri ; Foley, Sean ; Dyhrberg, Anne H ; Cole, Benjamin M.
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  77. Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian.
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  78. The relationship between trading volume, volatility and returns of Non-Fungible Tokens: evidence from a quantile approach. (2022). Yousaf, Imran ; Yarovaya, Larisa.
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  79. Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic. (2022). Chapman, Thomas A ; Vo, Ace ; Lee, Yen-Sheng.
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  81. Evidence for round number effects in cryptocurrencies prices. (2022). Arenas-Parra, Mar ; Pariente-Martinez, Natalia ; Quiroga-Garcia, Raquel.
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  82. Ethereum synchronicity, upside volatility and Bitcoin crash risk. (2022). Luan, Zhiqian ; Ma, YU.
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  83. Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments. (2022). Ogunbowale, Gideon O ; Akinseye, Ademola B ; Oliyide, Johnson A ; Adekoya, Oluwasegun B.
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  84. The determinants of Bitcoin returns and volatility: Perspectives on global and national economic policy uncertainty. (2022). Wu, Chih-Chiang ; Ho, Shu-Ling.
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  85. The determinants of positive feedback trading behaviors in Bitcoin markets. (2022). Lee, Ming-Chih ; Liu, Hung-Chun ; Wang, Jying-Nan.
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  86. Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean.
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  87. Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K.
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  88. Stock returns, trading volume, and volatility: The case of African stock markets. (2022). Ngene, Geoffrey M ; Mungai, Ann Nduati.
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  89. Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. (2022). Zhao, Yang ; Xu, Yahua ; Bouri, Elie ; Wen, Zhuzhu.
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  90. Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid.
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  91. Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M.
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  92. Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta.
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  93. Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico.
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  94. Cross Cryptocurrency Relationship Mining for Bitcoin Price Prediction. (2022). Xuan, QI ; Shanqing, YU ; Zhou, Jiajun ; Gong, Shengbo ; Li, Panpan.
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  95. The Price and Cost of Bitcoin. (2022). Gordon, Steven R ; Marthinsen, John E.
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  99. Bitcoin spot and futures market microstructure. (2021). Mizrach, Bruce ; Aleti, Saketh.
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  100. Market efficiency and volatility persistence of cryptocurrency during pre? and post?crash periods of Bitcoin: Evidence based on fractional integration. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Abu, Nuruddeen ; Mudida, Robert.
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  101. Bitcoin futures: trade it or ban it?. (2021). Shi, Yukun.
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  102. Bitcoin in the economics and finance literature: a survey. (2021). Rohilla, Purnima ; Kayal, Parthajit.
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  103. On the factors of Bitcoin’s value at risk. (2021). Ho, JI.
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  104. Lottery-like preferences and the MAX effect in the cryptocurrency market. (2021). Sensoy, Ahmet ; Akdeniz, Levent ; Ozdamar, Melisa.
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  105. Forecasting and trading cryptocurrencies with machine learning under changing market conditions. (2021). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder.
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  106. Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Hussain, Syed Jawad ; Saeed, Tareq ; Kang, Sang Hoon.
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  107. The relationship between trend and volume on the bitcoin market. (2021). Mentel, Urszula ; Bilan, Yuriy ; Szetela, Beata .
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  108. Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach. (2021). Zhou, Siwen.
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  109. Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume. (2021). Antulov-Fantulin, Nino ; Lillo, Fabrizio ; Guo, Tian.
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  110. Revisiting Bitcoin Price Behavior Under Global Economic Uncertainty. (2021). Koseoglu, Sinem Derindere ; Sun, Jiluo ; Khan, Khalid ; Rehman, Ashfaq U.
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  111. Excess Volatility in Bitcoin: Extreme Value Volatility Estimation. (2021). Balasubramanian, G ; Kayal, Parthajit.
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  112. Exchange Rate Jumps and Geopolitical Risks. (2021). GUPTA, RANGAN ; Vortelinos, Dimitrios ; Konstantatos, Christoforos ; Gkillas, Konstantinos.
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  113. Investor attention and cryptocurrency: Evidence from the Bitcoin market. (2021). Zhang, Xing ; Zhu, Panpan ; Zheng, Hao ; Wu, You.
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  114. Optimizing candlesticks patterns for Bitcoins trading systems. (2021). Cohen, Gil.
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  115. Intertemporal asset pricing with bitcoin. (2021). Payne, James ; Koutmos, Dimitrios.
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  116. Optimizing Algorithmic Strategies for Trading Bitcoin. (2021). Cohen, Gil.
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  117. On the Predictability of Bitcoin Price Movements: A Short-term Price Prediction with ARIMA. (2021). ÖZÜTLER, Hatice ; Ztler, Hatice Ehime ; Benzekri, Mohamed Khalil.
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  118. Cryptocurrencies and blockchain. Overview and future perspectives. (2021). Osorio, Paulo Jose ; Corteso, Pedro Manuel ; Osrio, Paulo Jos ; Correia, Helder Miguel.
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  119. Bitcoin Return Volatility Forecasting: A Comparative Study between GARCH and RNN. (2021). Leatham, David J ; Wan, Qing ; Shen, ZE.
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  120. The Impact of Unsystematic Factors on Bitcoin Value. (2021). Roka, Vlasta ; Merka, Zvonko.
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  121. On extreme value theory in the presence of technical trend: pre and post Covid-19 analysis of cryptocurrency markets. (2021). Govindan, Saji Thazhungal.
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  122. Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies. (2021). Sahut, Jean Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim ; Guesmi, Khaled.
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  123. Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?. (2021). Su, Chi-Wei ; Umar, Muhammad ; Shao, Xue-Feng ; Abbas, Syed Kumail.
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  124. What determines interest rates for bitcoin lending?. (2021). Ba, Shusong ; Hou, Xinyu ; Zhang, Shuai.
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  125. Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa.
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  126. Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane .
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  127. Bitcoin versus high-performance technology stocks in diversifying against global stock market indices. (2021). Chan, Stephen ; Chu, Jeffrey ; Zhang, Yuanyuan.
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  128. Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management. (2021). Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma.
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  129. Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Wu, Bi-Bo ; Yang, Dong-Xiao.
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  130. Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants. (2021). Gao, Ying ; Jia, Lifen ; Xu, Huilin ; Chen, Wei.
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  131. Cyber-attacks, spillovers and contagion in the cryptocurrency markets. (2021). Caporale, Guglielmo Maria ; Spagnolo, Nicola ; Kang, Woo-Young.
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  132. Does blockchain patent-development influence Bitcoin risk?. (2021). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Hu, Yang.
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  133. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A.
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  134. Tracing the main path of interdisciplinary research considering citation preference: A case from blockchain domain. (2021). Pan, Tianxing ; Yu, Dejian.
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  135. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie.
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  136. Higher moments, extreme returns, and cross–section of cryptocurrency returns. (2021). Yan, Shu ; Liu, Yuzheng ; Jia, Yuecheng.
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  137. Return equicorrelation in the cryptocurrency market: Analysis and determinants. (2021). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq.
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  138. Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan.
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  139. Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung.
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  140. Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng.
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  141. Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming.
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  142. Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong.
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  143. Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos.
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  144. Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan.
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  145. Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen.
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  146. WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi.
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  147. Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta.
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  148. On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M.
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  157. Does Bitcoin Improve Investment Portfolio Efficiency?. (2020). Turovtseva, Daria ; Sakowski, Pawe.
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  158. Weekly dynamic conditional correlations among cryptocurrencies and traditional assets. (2020). Fernandez Bariviera, Aurelio ; Savva, Christos S ; Aslanidis, Nektarios.
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  159. Knowledge diffusion paths of blockchain domain: the main path analysis. (2020). Sheng, Libo ; Yu, Dejian.
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  160. Bitcoin pricing: impact of attractiveness variables. (2020). Das, Rodrigo Hakim.
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  161. A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan.
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  162. Investor attention and the pricing of cryptocurrency market. (2020). Wang, Pengfei ; Zhang, Wei.
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  163. Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price. (2020). Ri, Kum-Sun ; Jang, Myong-Hun ; Kim, Sun-Hak ; Han, Jin-Bom.
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  164. Modelling and Forecasting the Volatility of Cryptocurrencies: A Comparison of Nonlinear GARCH-Type Models. (2020). Alsaraireh, Ahmad ; Abuhommous, Alaa Adden ; Alqaralleh, Huthaifa.
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  165. Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?. (2020). de Giuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina ; DeGiuli, Maria Elena .
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  166. Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee.
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  167. Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos.
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  168. Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed.
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  169. Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices. (2020). Khosravi, Reza ; Ghazani, Majid Mirzaee.
    In: Physica A: Statistical Mechanics and its Applications.
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  170. Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R.
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  171. Real-time prediction of Bitcoin bubble crashes. (2020). Zhu, Wei ; Shu, Min.
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  172. Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu.
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  173. Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Sierra, Karen ; Tolentino, Marta ; De, Maria ; Jareo, Francisco.
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  174. Cryptocurrencies and precious metals: A closer look from diversification perspective. (2020). Vo, Xuan Vinh ; Ur, Mobeen.
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  175. Sign and size asymmetry in the stock returns-implied volatility relationship. (2020). Fousekis, Panos.
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  176. Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A.
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  177. The predictive power of public Twitter sentiment for forecasting cryptocurrency prices. (2020). de Smedt, Johannes ; Kraaijeveld, Olivier.
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  178. Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim.
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  179. Tail dependence in the return-volume of leading cryptocurrencies. (2020). Bouri, Elie ; Roubaud, David ; Boako, Gideon ; Naeem, Muhammad.
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  180. The role of Bitcoin on developed and emerging markets – on the basis of a Bitcoin users graph analysis. (2020). Stroyska-Szajek, Agnieszka ; Mizerka, Jacek.
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  181. The profitability of technical trading rules in the Bitcoin market. (2020). Gerritsen, Dirk ; Bouri, Elie ; Roubaud, David ; Ramezanifar, Ehsan.
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  182. The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns. (2020). Kang, Kyungwon ; Lee, Junseok ; Kim, Wonse.
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  183. A novel cryptocurrency price trend forecasting model based on LightGBM. (2020). Sima, Zeqian ; Liu, Mingxi ; Sun, Xiaolei.
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  184. On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. (2020). NG, KOK HAUR ; Chan, Jennifer ; Tan, Shay-Kee.
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  185. A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang.
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  186. Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo.
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  187. Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham.
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  188. “Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu.
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  189. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O.
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  190. Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting.
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  191. 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.
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  192. Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil.
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  193. A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya.
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  194. Crypto-currencies Trading and Energy Consumption. (2020). Nguyen, Canh ; Hui, Felicia Chong ; Schinckus, Christophe.
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  195. What Drives Bitcoins? A Com- parative Study of Bitcoin Prices and Financial Asset Classes. (2020). Bartholomae, Florian ; Rafih, Pierre.
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  196. Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young.
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  197. Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria.
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  198. One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan.
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  199. A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction. (2020). Wu, Weili ; Li, Xiao.
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  200. Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi.
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  202. Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Hardle, Wolfgang Karl ; Kuo, Weiyu ; Hu, Junjie.
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  203. CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONS. (2019). Flori, Andrea.
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  204. Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests. (2019). Oxley, Les ; Lang, Chunlin ; Hu, Yang.
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  205. Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei.
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  206. Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Roubaud, David ; Bouri, Elie.
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  207. A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2019). Fantazzini, Dean ; Zimin, Stephan.
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  208. Bitcoins return behaviour: What do We know so far?. (2019). Fajardo, Jose.
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  209. Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration. (2019). YAYA, OLAOLUWA ; Mudida, Robert ; Ogbonna, Ephraim A.
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  210. Bitcoin fluctuations and the frequency of price overreactions. (2019). Plastun, Alex ; Caporale, Guglielmo Maria ; Oliinyk, Viktor.
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  211. Trading the Dream: Does Social Media Affect Investors¡¯ Activity - The Story of Twitter, Telegram and Reddit. (2019). Rothman, Tiran.
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  212. Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman.
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  213. Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange. (2019). Nguyen, Giang ; Ghysels, Eric.
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  214. Which Cryptocurrencies Are Mostly Traded in Distressed Times?. (2019). Prassa, Paraskevi ; Kyriazis, Ikolaos A.
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  215. Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu.
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  216. Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda.
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  217. Bitcoin at High Frequency. (2019). Sandholdt, Mads ; Catania, Leopoldo.
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  218. Statistical Arbitrage in Cryptocurrency Markets. (2019). Deinert, Alexander ; Krauss, Christopher ; Fischer, Thomas Gunter.
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  219. The Volatility Structure of Cryptocurrencies: The Comparison of GARCH Models. (2019). Brahim, Habib Kuukahn.
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  220. News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea.
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  221. An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi.
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  222. A bibliometric analysis of bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi.
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  223. Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice.
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    RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206.

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  224. The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Chalvatzis, Konstantinos J ; Symitsi, Efthymia.
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  225. Investigating volatility transmission and hedging properties between Bitcoin and Ethereum. (2019). Papadamou, Stephanos ; Kyriazis, Nikolaos A ; Koulis, Alexandros ; Beneki, Christina .
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  226. Do bitcoins follow a random walk model?. (2019). Aggarwal, Divya.
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  227. Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman.
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    RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279.

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  228. Exponentially decayed double power-law distribution of Bitcoin trade sizes. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Cai, Qing ; Li, Mu-Yao.
    In: Physica A: Statistical Mechanics and its Applications.
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  229. Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis. (2019). Anandarao, S ; Kumar, Anoop S.
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  230. Momentum and contrarian effects on the cryptocurrency market. (2019). Sakowski, Pawe ; Kosc, Krzysztof ; Lepaczuk, Robert.
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    RePEc:eee:phsmap:v:523:y:2019:i:c:p:691-701.

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  231. Gold prices and the cryptocurrencies: Evidence of convergence and cointegration. (2019). Gil-Alana, Luis A ; Adebola, Solarin Sakiru ; Madigu, Godfrey .
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  232. Multifractal behavior of price and volume changes in the cryptocurrency market. (2019). Stosic, Tatijana ; Ludermir, Teresa B.
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  233. Assessing the relationship between dependence and volume in stock markets: A dynamic analysis. (2019). Ferreira, Paulo.
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  234. Forecasting Bitcoin risk measures: A robust approach. (2019). Trucíos, Carlos ; Trucios, Carlos.
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  235. Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony.
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  236. Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market. (2019). Tiwari, Aviral Kumar ; Boako, Gideon ; Roubaud, David.
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  237. Bitcoin price–volume: A multifractal cross-correlation approach. (2019). Roubaud, David ; Bouri, Elie ; el Alaoui, Marwane .
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  238. Do cryptocurrencies and traditional asset classes influence each other?. (2019). Kurka, Josef.
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  239. An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibaez, Oscar ; Aslanidis, Nektarios.
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  240. Hedging bitcoin with other financial assets. (2019). Mitra, Subrata K ; Pal, Debdatta.
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  241. Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model. (2019). Canh, Nguyen ; Choti, Udomsak Wong ; Thong, Nguyen Trung ; Thanh, Su Dinh ; Dinhthanh, SU ; Wongchoti, Udomsak .
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  242. Explosive behavior in the prices of Bitcoin and altcoins. (2019). Cagli, Efe Caglar.
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  243. Trading volume and the predictability of return and volatility in the cryptocurrency market. (2019). lucey, brian ; Lau, Chi Keung ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung.
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  244. What can explain the price, volatility and trading volume of Bitcoin?. (2019). Molnár, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik.
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  245. Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad.
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  246. Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang.
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  247. Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen.
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  248. Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema.
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  249. Bitcoin price forecasting with neuro-fuzzy techniques. (2019). Pasiouras, Fotios ; Zopounidis, Constantin ; Atsalaki, Ioanna G ; Atsalakis, George S.
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  250. Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
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  251. Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef.
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  252. Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti.
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  253. Volatility Spillovers among the Cryptocurrency Time Series. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim.
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  254. BITCOIN IN THE SCIENTIFIC LITERATURE – A BIBLIOMETRIC STUDY. (2019). Mărginean, Silvia ; Raluca, Sava ; Cristina, Mrginean Silvia ; Ramona, Ortean.
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  24. Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data. (2005). Shrestha, Min ; Chowdhury, Khorshed .
    In: Economics Working Papers.
    RePEc:uow:depec1:wp05-06.

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  25. Testing the Null of Cointegration with Structural Breaks. (2005). Sansó, Andreu ; Carrion-i-Silvestre, Josep.
    In: DEA Working Papers.
    RePEc:ubi:deawps:10.

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  26. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). Capistrán, Carlos ; Capistrn-Carmona, Carlos.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:127.

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  27. A new look at the Feldstein-Horioka puzzle : an European-Regional perspective.. (2005). Maurel, Mathilde ; Héricourt, Jérôme.
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:j05070.

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  28. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy. (2005). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:70.

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  29. The Taylor Rule and Opportunistic Monetary Policy. (2005). Enders, Walter ; Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12301.

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  30. Testing for Panel Cointegration with Multiple Structural Breaks. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_012.

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  31. Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions. (2005). Teräsvirta, Timo ; Strikholm, Birgit.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0578.

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  32. Trend breaks, long-run restrictions, and the contractionary effects of technology improvements. (2005). Fernald, John.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2005-21.

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  33. Granger Causality of the Inflation-Growth Mirror in Accession Countries. (2005). Nakov, Anton ; Gillman, Max.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4845.

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  34. UK Real-Time Macro Data Characteristics. (2005). Vahey, Shaun ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0502.

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  35. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402003.

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  36. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; J. Cuñado; J. Gómez, ; de Gracia, Prez F..
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:124.

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  37. What Do German Short-Term Interest Rates Tell Us About Future Inflation?. (2004). Grech, Harald .
    In: Working Papers.
    RePEc:onb:oenbwp:94.

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  38. From Hindu Growth to Productivity Surge: The Mystery of the Indian Growth Transition. (2004). Subramanian, Arvind ; Rodrik, Dani.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10376.

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  39. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1196.

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  40. Política fiscal y productividad del trabajo en la economía española: un análisis de series temporales. (2004). Esteve, Vicente.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:19:y:2004:i:1:p:3-29.

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  41. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

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  42. Structurally Sound Dynamic Index Futures Hedging. (2004). McGlenchy, Patrick ; Kofman, Paul .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:80.

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  43. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy. (2004). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp433.

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  44. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

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  45. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

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  46. Anticipation of monetary policy in UK financial markets. (2004). wetherilt, anne ; Lildholdt, Peter .
    In: Bank of England working papers.
    RePEc:boe:boeewp:241.

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  47. Structural breaks in the U.S. inflation process: a further investigation. (2003). Boutahar, Mohamed ; JOUINI, Jamel.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:985-988.

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  48. Disaggregate evidence on the persistence of consumer price inflation. (2003). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-11.

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  49. The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence. (2003). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-06.

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  50. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:03/555.

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