News Cohesiveness: an Indicator of Systemic Risk in Financial Markets
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Cited by:
- Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016.
"The economics of BitCoin price formation,"
Applied Economics, Taylor & Francis Journals, vol. 48(19), pages 1799-1815, April.
- Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2014. "The Economics of BitCoin Price Formation," EERI Research Paper Series EERI RP 2014/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2014. "The Economics of BitCoin Price Formation," Papers 1405.4498, arXiv.org.
- Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral, 2014.
"Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis,"
MPRA Paper
59595, University Library of Munich, Germany.
- Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015. "Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis," Post-Print hal-01879684, HAL.
- repec:pra:mprapa:58133 is not listed on IDEAS
- Jamal Bouoiyour & Refk Selmi, 2015.
"What Does Bitcoin Look Like?,"
Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 449-492, November.
- Jamal Bouoiyour & Refk Selmi, 2015. "What Does Bitcoin Look Like?," Post-Print hal-01879683, HAL.
- Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015. "Is Bitcoin Business Income Or Speculative Foolery? New Ideas Through An Improved Frequency Domain Analysis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-23.
- Bouoiyour, Jamal & Selmi, Refk, 2014. "What Bitcoin Looks Like?," MPRA Paper 58091, University Library of Munich, Germany.
- Bouoiyour, Jamal & Selmi, Refk, 2014. "What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon," MPRA Paper 57907, University Library of Munich, Germany.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2014-02-21 (Financial Markets)
- NEP-RMG-2014-02-21 (Risk Management)
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