Booms and Busts as Exchange Options
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- Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2018.
"On the determinants of bitcoin returns: A LASSO approach,"
Finance Research Letters, Elsevier, vol. 27(C), pages 235-240.
- 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.
- Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019.
"The effects of markets, uncertainty and search intensity on bitcoin returns,"
International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.
- Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2018. "The effects of markets, uncertainty and search intensity on bitcoin returns," Working Paper series 18-39, Rimini Centre for Economic Analysis.
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More about this item
Keywords
Country Systematic Risk and Risk-Adjusted Performance; Exchange Options; International Transmission; Net Capital Flow Monitoring; Non-synchronous Trading Bias;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G2 - Financial Economics - - Financial Institutions and Services
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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