The dynamics of returns predictability in cryptocurrency markets-Reference-Cited by-同舟云学术

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The dynamics of returns predictability in cryptocurrency markets

Published:2022-06-08 Issue: Volume: Page:1-29
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Bianchi Daniele¹^ORCID,Guidolin Massimo²,Pedio Manuela³⁴

Affiliation:

1. School of Economics and Finance, Queen Mary University of London, London, UK

2. Department of Finance, Universitá Bocconi and Baffi CAREFIN, Milan, Italy

3. School of Accounting and Finance, University of Bristol, Bristol, UK

4. Baffi CAREFIN, Milan, Italy

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2022.2084343

Reference49 articles.

1. Bitcoin price forecasting with neuro-fuzzy techniques

2. Investing for the Long Run when Returns Are Predictable

3. Are cryptocurrencies connected to forex? A quantile cross-spectral approach

4. Bitcoin: Medium of exchange or speculative assets?

5. A Factor Model for Cryptocurrency Returns

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Presenting a new deep learning-based method with the incorporation of error effects to predict certain cryptocurrencies;International Review of Financial Analysis;2024-10

2. Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants;International Review of Financial Analysis;2023-11

3. Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?;Research in International Business and Finance;2023-04

4. Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets;Journal of Commodity Markets;2023-03

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