Results 51 to 60 of about 20,682 (248)
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components [PDF]
, 2023 Marcin Wątorek +3 more
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When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
Journal of Forecasting, EarlyView.ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
Institutional Features of the Development of Competitive Cryptocurrency
Финансы: теория и практика, 2020 The aim of the article is to clarify the basics of the digitalization strategy of the competitive businesses and identify features of the institutional environment that ensure the development of cryptocurrency as a new asset (IT product) of the modern ...
V. P. Bauer, V. V. Smirnov
doaj +1 more source
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
wiley +1 more source
Meta‐Virtuality: Strategies of Disembeddedness in Virtual Interiorities
Journal of Interior Design, EarlyView., 2022 ABSTRACT To reclaim their seat in the rapidly growing market of virtual space, designers of the built environment can benefit from reevaluating theories that see the virtual as a mere extension/reflection of the physical. By claiming ontological autonomy from external worlds, the virtual is liberated from the hegemonic control of the physical.
Vahid Vahdat
wiley +1 more source
Cryptocurrency Crime Risks Modeling: Environment, E-Commerce, and Cybersecurity Issue
IEEE AccessDigital trends like blockchain have led to cryptocurrency payments becoming popular in e-commerce. While cryptocurrencies have benefited users, they have also attracted criminals who use them to commit cyberattacks and harm security.
Olha Kovalchuk +2 more
doaj +1 more source
An analysis of issues relating to the taxation of cryptocurrencies as financial instruments
Journal of Economic and Financial Sciences, 2020 Orientation: This article examines the normal tax treatment of cryptocurrency transactions performed by natural persons in South Africa. Research purpose: The aim of this article was to document the normal tax treatment of cryptocurrency transactions ...
Remerta Basson
doaj +1 more source
The Determinants of Cryptocurrency Returns
Jurnal Ilmu Keuangan dan Perbankan, 2023 This study examines the determinants of cryptocurrency returns, namely Trading Volume, Price Volatility, and Market Capitalization. This study uses Bitcoin, Ethereum, Tether, USD Coin, and BNB, which are the Top 5 largest Cryptocurrency Market ...
Ratna Juwita* +2 more
doaj +1 more source
Review of: "Review on measuring volatility of cryptocurrencies: 1980-2020" [PDF]
, 2023 Himanshi Kalra
openalex +1 more source