Can volume predict Bitcoin returns and volatility? A quantiles-based approach

Author:

Balcilar Mehmet,Bouri Elie,Gupta Rangan,Roubaud David

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference52 articles.

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3. Terror attacks and stock market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries;Balcilar;Eur. J. Financ.,2016

4. Economic news and bond prices: evidence from the U.S. Treasury market;Balduzzi;J. Financ. Quant. Anal.,2001

5. On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing;Bampinas;Stud. Nonlinear Dyn. Econ.,2015

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