Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models

Author:

Bouri Elie,Christou Christina,Gupta Rangan

Publisher

Elsevier BV

Subject

Finance

Reference25 articles.

1. Are cryptocurrencies becoming more interconnected?;Aslanidis;Econ. Lett.,2021

2. Volatility impacts on the European banking sector: GFC and COVID-19;Batten;Ann. Oper. Res.,2022

3. Predicting bitcoin returns: comparing the roles of newspaper- and internet search-based measures of uncertainty;Bouri;Finance Res. Lett.,2021

4. Co-explosivity in the cryptocurrency market;Bouri;Finance Res. Lett.,2019

5. Do Bitcoin and other large cryptocurrencies jump together?;Bouri;Q. Rev. Econ. Finance,2020

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