Cryptocurrency returns under empirical asset pricing-Reference-Cited by-同舟云学术

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Cryptocurrency returns under empirical asset pricing

Published:2022-07 Issue: Volume:82 Page:102216
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Dunbar Kwamie,Owusu-Amoako Johnson

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference66 articles.

1. What can explain the price, volatility and trading volume of Bitcoin?;Aalborg;Finance Research Letters,2019

2. Model comparison with Sharpe ratio;Barillas;Journal of Finance and Quantitative Analysis,2019

3. Comparing asset pricing models;Barillas;Journal of Finance,2018

4. Risk, uncertainty and monetary policy;Bekaert;Journal of Monetary Economics,2013

5. Equilibrium Bitcoin pricing (November 9, 2021);Biais,2021

Cited by 13 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. Modelling common bubbles in cryptocurrency prices;Economic Modelling;2024-10

2. Co-volatility dynamics in global cryptocurrency and conventional asset classes: a multivariate stochastic factor volatility approach;Studies in Economics and Finance;2024-01-15

3. The Bitcoin Premium: A Persistent Puzzle;The B.E. Journal of Macroeconomics;2024-01-01

4. The Forking Effect;SSRN Electronic Journal;2024

5. Intraday and Daily Dynamics of Cryptocurrency;2024

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