Booms, busts and heavy-tails: the story of bitcoin and cryptocurrency markets?
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Publication:1788028
DOI10.1016/J.ECONLET.2018.08.008zbMATH Open1397.91496OpenAlexW2886458597WikidataQ129384544 ScholiaQ129384544MaRDI QIDQ1788028FDOQ1788028
Authors: John L. Fry 
Publication date: 8 October 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10454/17568
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Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic growth models (91B62)
Cites Work
- Title not available (Why is that?)
- The pricing of options and corporate liabilities
- Coherent measures of risk
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Title not available (Why is that?)
- CRASHES AS CRITICAL POINTS
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
- Title not available (Why is that?)
- Is volatility the best predictor of market crashes?
- An application of extreme value theory to cryptocurrencies
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- Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar
- The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets
- Detecting bubbles in bitcoin price dynamics via \textit{market exuberance}
- Applying the local martingale theory of bubbles to cryptocurrencies
- Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics
- What drives Bitcoin's price crash risk?
- The dynamics of price-volume information transfer in the cryptocurrency markets
- Are DeFi tokens a separate asset class from conventional cryptocurrencies?
- Herding and feedback trading in cryptocurrency markets
- Blockchain competition: the tradeoff between platform stability and efficiency
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