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https://doi.org/10.21256/zhaw-20317| Publikationstyp: | Beitrag in wissenschaftlicher Zeitschrift |
| Art der Begutachtung: | Peer review (Publikation) |
| Titel: | Lead behaviour in Bitcoin markets |
| Autor/-in: | Chen, Ying Giudici, Paolo Hadji Misheva, Branka Trimborn, Simon |
| et. al: | No |
| DOI: | 10.3390/risks8010004 10.21256/zhaw-20317 |
| Erschienen in: | Risks |
| Band(Heft): | 8 |
| Heft: | 1 |
| Seite(n): | 4 |
| Erscheinungsdatum: | 2020 |
| Verlag / Hrsg. Institution: | MDPI |
| ISSN: | 2227-9091 |
| Sprache: | Englisch |
| Schlagwörter: | Bitcoin market; Bitcoin trading volume; Network model |
| Fachgebiet (DDC): | 332: Finanzwirtschaft |
| Zusammenfassung: | We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups, in different geographic areas, interact with each other. To achieve this aim, we propose an extended Vector Autoregressive model, aimed at explaining the evolution of trading volumes, both in time and in space. The extension is based on network models, which improve pure autoregressive models, introducing a contemporaneous contagion component that describes contagion effects between trading volumes. Our empirical findings show that transactions activities in bitcoins is dominated by groups of network participants in Europe and in the United States, consistent with the expectation that market interactions primarily take place in developed economies. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/20317 |
| Volltext Version: | Publizierte Version |
| Lizenz (gemäss Verlagsvertrag): | CC BY 4.0: Namensnennung 4.0 International |
| Departement: | School of Engineering |
| Organisationseinheit: | Institut für Datenanalyse und Prozessdesign (IDP) |
| Enthalten in den Sammlungen: | Publikationen School of Engineering |
Dateien zu dieser Ressource:
| Datei | Beschreibung | Größe | Format | |
|---|---|---|---|---|
| 2020_Chen-etal_Lead-behaviour-in-Bitcoin-Markets.pdf | 6.98 MB | Adobe PDF |  Öffnen/Anzeigen |
Zur Langanzeige
Chen, Y., Giudici, P., Hadji Misheva, B., & Trimborn, S. (2020). Lead behaviour in Bitcoin markets. Risks, 8(1), 4. https://doi.org/10.3390/risks8010004
Chen, Y. et al. (2020) ‘Lead behaviour in Bitcoin markets’, Risks, 8(1), p. 4. Available at: https://doi.org/10.3390/risks8010004.
Y. Chen, P. Giudici, B. Hadji Misheva, and S. Trimborn, “Lead behaviour in Bitcoin markets,” Risks, vol. 8, no. 1, p. 4, 2020, doi: 10.3390/risks8010004.
CHEN, Ying, Paolo GIUDICI, Branka HADJI MISHEVA und Simon TRIMBORN, 2020. Lead behaviour in Bitcoin markets. Risks. 2020. Bd. 8, Nr. 1, S. 4. DOI 10.3390/risks8010004
Chen, Ying, Paolo Giudici, Branka Hadji Misheva, and Simon Trimborn. 2020. “Lead Behaviour in Bitcoin Markets.” Risks 8 (1): 4. https://doi.org/10.3390/risks8010004.
Chen, Ying, et al. “Lead Behaviour in Bitcoin Markets.” Risks, vol. 8, no. 1, 2020, p. 4, https://doi.org/10.3390/risks8010004.
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