Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/1467-8462.12303/fullpdf
Reference23 articles.
1. Some stylized facts of the Bitcoin market;Bariviera;Physica A: Statistical Mechanics and Its Applications,2017
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3. Price dynamics and speculative trading in Bitcoin;Blau;Research in International Business and Finance,2017
4. Caldara , D. Iacoviello , M. 2018 https://www2.bc.edu/matteo-iacoviello/gpr_files/GPR_PAPER.pdf
5. Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin;Cheah;Economics Letters,2015
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