Measuring the impact of digital exchange cyberattacks on bitcoin returns

DOI10.1016/j.econlet.2022.110893zbMath1506.91189OpenAlexW4306955466MaRDI QIDQ2681796

George Milunovich, Seung Ah Lee

Publication date: 30 January 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110893

zbMATH Keywords

GARCHbitcoincryptocurrency exchange breachcyberattack

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

• The destabilising effects of cryptocurrency cybercriminality
• Volatility estimation for Bitcoin: a comparison of GARCH models
• Generalized autoregressive conditional heteroscedasticity
• Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin

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