Does Bitcoin behave as a currency?: A standard monetary model approach

Author:

Hui Cho-Hoi,Lo Chi-Fai,Chau Po-Hon,Wong Andrew

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference60 articles.

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2. Affine term structure models and the forward premium anomaly;Backus;Journal of Finance,2001

3. Bitcoins as an investment or speculative vehicle? A first look;Baeck;Applied Economics Letters,2015

4. Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies;Bakshi;Journal of Financial Economics,2008

5. Bitter to better — How to make Bitcoin a better currency;Barber;Palo Alto Research Center, University of California, Berkeley,2012

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