On the determinants of bitcoin returns: A LASSO approach
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DOI: 10.1016/j.frl.2018.03.016
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- Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2018. "On the determinants of bitcoin returns: a LASSO approach," Working Paper series 18-14, Rimini Centre for Economic Analysis.
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More about this item
Keywords
Bitcoin; Cryptocurrency; Exchange rate; Returns; LASSO;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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