Results 41 to 50 of about 3,768 (196)
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
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Studia Universitatis Babeş-Bolyai Negotia, 2021 The present paper tries to bring a certain degree of clarity to the cryptocurrencies puzzle by discussing the existing definitions and some classifications identified by academic studies.
Cornelia POP, Ingrid-Emanuela COLONESCU
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, 2023 {"references": ["Spithoven, A. (2019). Theory and reality of cryptocurrency governance. Journal of Economic Issues, 53(2), 385-393. DOI-: https://doi.org/10.1080/00213624.2019.1594518. \"Distributed ledger technology: beyond blockchain,\" Tech. Rep., 2016, uK Government Chief Scientific Adviser. Andrianto, Y. and Diputra, Y.
Dr. Shubhangi DC +3 more
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International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
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Human Behavior and Emerging TechnologiesThe technological revolution of the last decades has revolutionized economic interactions, introducing new paradigms like e-banking and cryptocurrencies.
Mirko Duradoni +4 more
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International Journal of Finance &Economics, EarlyView.ABSTRACT This paper studies herding and anti‐herding behaviour in three European stock markets before and during the Covid‐19 pandemic by employing both static and dynamic analysis. We examine four different questions related to herding behaviour: (i) Did herding behaviour increase during the pandemic? (ii) Does herding behaviour respond differently in
Dimitrios Asteriou +3 more
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Money Laundering Through Cryptocurrencies [PDF]
Romanian Economic Journal, 2020 The aim of this paper is to illustrate the economic fraud and organized crime do not only work with cash or conventional currencies, but also depend on cryptocurrencies.
Iulia Oana Florea, Maria Nitu
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International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the impact of regulatory controls on Bitcoin's excess returns and volatility. The paper innovates by proxying changes in the regulatory environment using global Google search volume intensity data. The generated regulatory indices accurately identify episodes of regulatory tightening within cryptocurrency markets.
Robert Mullings
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Cryptocurrencies as a Financial Tool: Acceptance Factors
Mathematics, 2020 Cryptocurrencies are a new form of digital asset that operate through blockchain technology and whose purpose is to be used as a means of exchange. Some, such as bitcoin, have become globally recognized in recent years, but the uncertainty surrounding ...
Eloy Gil-Cordero +2 more
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International Journal of Finance &Economics, EarlyView.ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
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