Structural vector error correction modelling of Bitcoin price

Author:

Haffar Adlane,Le Fur Eric

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference85 articles.

1. What can explain the price, volatility and trading volume of Bitcoin?;Aalborg;Finance Research Letters,2019

2. An investigation of the transmission mechanisms of monetary policy in Ghana: A structural vector error correction analysis;Abradu-Otoo,2003

3. Long-range correlations and asymmetry in the Bitcoin market;Alvarez-Ramirez;Physica A: Statistical Mechanics and its Applications,2018

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5. Can volume predict Bitcoin returns and volatility? A quantiles-based approach;Balcilar;Economic Modelling,2017

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