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The cross-section of crypto-currencies as financial assets: An overview
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Cited by:
- da Gama Silva, Paulo Vitor Jordão & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gomes, Leonardo Lima, 2019. "Herding behavior and contagion in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 41-50.
- Holovatiuk Olha, 2020. "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, vol. 7(54), pages 33-55, January.
- Trimborn, Simon & Härdle, Wolfgang Karl, 2018.
"CRIX an Index for cryptocurrencies,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
- Simon Trimborn & Wolfgang Karl Hardle, 2020. "CRIX an index for cryptocurrencies," Papers 2009.09782, arXiv.org.
- Trimborn, Simon & Härdle, Wolfgang Karl, 2020. "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers 2020-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Jörg Osterrieder & Andrea Barletta, 2019. "Editorial on the Special Issue on Cryptocurrencies," Digital Finance, Springer, vol. 1(1), pages 1-4, November.
- Christian M. Hafner & Sabrine Majeri, 2022.
"Analysis of cryptocurrency connectedness based on network to transaction volume ratios,"
Digital Finance, Springer, vol. 4(2), pages 187-216, September.
- Hafner, Christian M. & Majeri , Sabrine, 2022. "Analysis of cryptocurrency connectedness based on network to transaction volume ratios," LIDAM Reprints ISBA 2022033, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Vahidin Jeleskovic & Stephen Mackay, 2023. "Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis," Papers 2401.00603, arXiv.org.
- Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle, 2020.
"Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach,"
Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 280-306.
- Trimborn, Simon & Li, Mingyang & Härdle, Wolfgang Karl, 2017. "Investing with cryptocurrencies - A liquidity constrained investment approach," SFB 649 Discussion Papers 2017-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Abeer ElBahrawy & Laura Alessandretti & Andrea Baronchelli, 2019. "Wikipedia and Digital Currencies: Interplay Between Collective Attention and Market Performance," Papers 1902.04517, arXiv.org, revised Mar 2019.
- Klein, Tony & Pham Thu, Hien & Walther, Thomas, 2018.
"Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance,"
International Review of Financial Analysis, Elsevier, vol. 59(C), pages 105-116.
- Klein, Tony & Thu, Hien Pham & Walther, Thomas, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," IRTG 1792 Discussion Papers 2018-015, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Thomas Walther & Tony Klein & Hien Pham Thu, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," Working Papers on Finance 1812, University of St. Gallen, School of Finance.
- Klein, Tony & Hien, Pham Thu & Walther, Thomas, 2018. "Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance," QBS Working Paper Series 2018/01, Queen's University Belfast, Queen's Business School.
- Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021.
"VCRIX — A volatility index for crypto-currencies,"
International Review of Financial Analysis, Elsevier, vol. 78(C).
- Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019. "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers 2019-027, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Abeer ElBahrawy & Laura Alessandretti & Anne Kandler & Romualdo Pastor-Satorras & Andrea Baronchelli, 2017. "Evolutionary dynamics of the cryptocurrency market," Papers 1705.05334, arXiv.org, revised Nov 2017.
- Pierre J. Venter & Eben Maré, 2020. "GARCH Generated Volatility Indices of Bitcoin and CRIX," JRFM, MDPI, vol. 13(6), pages 1-15, June.
- Ikhlaas Gurrib, 2019. "Are Energy Block Chain Currencies Affected by the Major US Energy Markets?," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 218-227.
- Vincenzo Candila, 2021. "Multivariate Analysis of Cryptocurrencies," Econometrics, MDPI, vol. 9(3), pages 1-17, July.
- 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.
- Zdravka Aljinović & Branka Marasović & Tea Šestanović, 2021. "Cryptocurrency Portfolio Selection—A Multicriteria Approach," Mathematics, MDPI, vol. 9(14), pages 1-21, July.
- Laura Alessandretti & Abeer ElBahrawy & Luca Maria Aiello & Andrea Baronchelli, 2018. "Anticipating cryptocurrency prices using machine learning," Papers 1805.08550, arXiv.org, revised Nov 2018.
- Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann, 2018. "Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies," IRTG 1792 Discussion Papers 2018-058, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Paweł Sakowski & Anna Turovtseva, 2020. "Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework," Working Papers 2020-41, Faculty of Economic Sciences, University of Warsaw.
- repec:hum:wpaper:sfb649dp2017-014 is not listed on IDEAS
- Chen, Yan, 2018. "Blockchain tokens and the potential democratization of entrepreneurship and innovation," Business Horizons, Elsevier, vol. 61(4), pages 567-575.
- Laura Alessandretti & Abeer ElBahrawy & Luca Maria Aiello & Andrea Baronchelli, 2018. "Anticipating Cryptocurrency Prices Using Machine Learning," Complexity, Hindawi, vol. 2018, pages 1-16, November.
- Stefan Cristian, 2018. "Tales from the crypt: might cryptocurrencies spell the death of traditional money? - A quantitative analysis -," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 12(1), pages 918-930, May.
- Ying Chen & Paolo Giudici & Branka Hadji Misheva & Simon Trimborn, 2020. "Lead Behaviour in Bitcoin Markets," Risks, MDPI, vol. 8(1), pages 1-14, January.
- Jingyang Wu & Xinyi Zhang & Fangyixuan Huang & Haochen Zhou & Rohtiash Chandra, 2024. "Review of deep learning models for crypto price prediction: implementation and evaluation," Papers 2405.11431, arXiv.org, revised Jun 2024.
- Rehman, Mobeen Ur & Asghar, Nadia & Kang, Sang Hoon, 2020. "Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).