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Is Bitcoin Business Income Or Speculative Foolery? New Ideas Through An Improved Frequency Domain Analysis

Citations

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Cited by:

  1. 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.
  2. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
  3. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Papers 1703.00308, arXiv.org.
  4. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 44, pages 5-24.
  5. Marthinsen, John E. & Gordon, Steven R., 2022. "The price and cost of bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 280-288.
  6. Cretarola, Alessandra & Figà-Talamanca, Gianna, 2020. "Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics," Economics Letters, Elsevier, vol. 191(C).
  7. Boido, Claudio & Aliano, Mauro, 2023. "Digital art and non-fungible-token: Bubble or revolution?," Finance Research Letters, Elsevier, vol. 52(C).
  8. Mokni, Khaled & Ajmi, Ahdi Noomen, 2021. "Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 238-252.
  9. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016. "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers 201662, University of Pretoria, Department of Economics.
  10. Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
  11. Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David, 2017. "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Finance Research Letters, Elsevier, vol. 23(C), pages 87-95.
  12. Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019. "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 412-426, January.
  13. Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
  14. 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.
  15. Mark Mizraki, 2015. "Conversation with Mark Mizruchi:“There is Very Little Organizational Theory Left in Sociology Departments”," Journal of Economic Sociology, National Research University Higher School of Economics, vol. 16(3), pages 14-25.
  16. John E. Marthinsen & Steven R. Gordon, 2022. "The Price and Cost of Bitcoin," Papers 2204.13102, arXiv.org.
  17. Lahmiri, Salim & Bekiros, Stelios, 2019. "Cryptocurrency forecasting with deep learning chaotic neural networks," Chaos, Solitons & Fractals, Elsevier, vol. 118(C), pages 35-40.
  18. Zura Kakushadze & Jim Kyung-Soo Liew, 2018. "CryptoRuble: From Russia with Love," Papers 1801.05760, arXiv.org.
  19. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, April.
  20. Sofoklis Vogiazas & Constantinos Alexiou, 2019. "Bitcoin: The Road to Hell Is Paved With Good Promises," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
  21. Davide Provenzano & Rodolfo Baggio, 2021. "Complexity traits and synchrony of cryptocurrencies price dynamics," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 941-955, December.
  22. Ahmed H. Elsayed & Ricardo M. Sousa, 2024. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," The European Journal of Finance, Taylor & Francis Journals, vol. 30(16), pages 1855-1875, November.
  23. 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.
  24. Bohdan M. Pavlyshenko, 2022. "Bitcoin Price Predictive Modeling Using Expert Correction," Papers 2201.02729, arXiv.org.
  25. Leandro Maciel, 2021. "Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4840-4855, July.
  26. Jamal Bouoiyour & Refk Selmi, 2016. "Bitcoin: a beginning of a new phase?," Economics Bulletin, AccessEcon, vol. 36(3), pages 1430-1440.
  27. Jarunee Wonglimpiyarat, 2016. "Technological Change of the Innovation Payment System," International Journal of Innovation and Technology Management (IJITM), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-20, August.
  28. Aslanidis, Nektarios & Bariviera, Aurelio F. & López, Óscar G., 2022. "The link between cryptocurrencies and Google Trends attention," Finance Research Letters, Elsevier, vol. 47(PA).
  29. Benjamin M. Blau & Ryan J. Whitby, 2019. "The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects," Economics Bulletin, AccessEcon, vol. 39(2), pages 1030-1038.
  30. Gregor Dorfleitner & Carina Lung, 2018. "Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 472-494, December.
  31. Kai Meng & Khalid Khan, 2024. "Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2225-2246, June.
  32. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2017. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 5-28.
  33. Pradipta Kumar SAHOO, 2017. "Bitcoin as digital money: Its growth and future sustainability," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(613), W), pages 53-64, Winter.
  34. Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019. "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 91-105, January.
  35. Jamal Bouoiyour & Refk Selmi & Olivier Hueber, 2019. "Low on Trust and High on Risks: Is Sidechain a Good Solution to Bitcoin Problems?," Working Papers hal-02348406, HAL.
  36. Liu, Jiajia & Li, Xuerong & Wang, Shouyang, 2020. "What have we learnt from 10 years of fintech research? a scientometric analysis," Technological Forecasting and Social Change, Elsevier, vol. 155(C).
  37. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  38. Lim, Siok Jin & Masih, Mansur, 2017. "Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches," MPRA Paper 79752, University Library of Munich, Germany.
  39. Alessandra Cretarola & Gianna Figà-Talamanca, 2021. "Detecting bubbles in Bitcoin price dynamics via market exuberance," Annals of Operations Research, Springer, vol. 299(1), pages 459-479, April.
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