Please use this identifier to cite or link to this item: https://doi.org/10.21256/zhaw-20317
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dc.contributor.authorChen, Ying-
dc.contributor.authorGiudici, Paolo-
dc.contributor.authorHadji Misheva, Branka-
dc.contributor.authorTrimborn, Simon-
dc.date.accessioned2020-08-05T15:12:48Z-
dc.date.available2020-08-05T15:12:48Z-
dc.date.issued2020-
dc.identifier.issn2227-9091de_CH
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/20317-
dc.description.abstractWe 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.de_CH
dc.language.isoende_CH
dc.publisherMDPIde_CH
dc.relation.ispartofRisksde_CH
dc.rightshttp://creativecommons.org/licenses/by/4.0/de_CH
dc.subjectBitcoin marketde_CH
dc.subjectBitcoin trading volumede_CH
dc.subjectNetwork modelde_CH
dc.subject.ddc332: Finanzwirtschaftde_CH
dc.titleLead behaviour in Bitcoin marketsde_CH
dc.typeBeitrag in wissenschaftlicher Zeitschriftde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Engineeringde_CH
zhaw.organisationalunitInstitut für Datenanalyse und Prozessdesign (IDP)de_CH
dc.identifier.doi10.3390/risks8010004de_CH
dc.identifier.doi10.21256/zhaw-20317-
zhaw.funding.euinfo:eu-repo/grantAgreement/EC/H2020/825215//A FINancial supervision and TECHnology compliance training programme/FIN-TECHde_CH
zhaw.issue1de_CH
zhaw.originated.zhawYesde_CH
zhaw.pages.start4de_CH
zhaw.publication.statuspublishedVersionde_CH
zhaw.volume8de_CH
zhaw.publication.reviewPeer review (Publikation)de_CH
zhaw.author.additionalNode_CH
zhaw.display.portraitYesde_CH
Appears in collections:Publikationen School of Engineering

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