The destabilising effects of cryptocurrency cybercriminality

DOI10.1016/J.ECONLET.2019.108741MaRDI QIDQ777632zbMATH OpenOpenAlexWikidataFDO

Authors Shaen Corbet, Douglas J. Cumming, Brian M. Lucey, Maurice Peat, Samuel A. Vigne

Publication date 7 July 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://doras.dcu.ie/25982/

zbMATH Keywords

GARCHprice volatilitycryptocurrencyBitcoincybercrimehacking

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15) Social and behavioral sciences: general topics (91C99)

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Cites work

• Bitcoin futures -- what use are they?
• Generalized autoregressive conditional heteroscedasticity

Cited in

(3)

• Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar
• Are DeFi tokens a separate asset class from conventional cryptocurrencies?
• Measuring the impact of digital exchange cyberattacks on bitcoin returns

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