Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables
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DOI: 10.1016/j.econlet.2024.112072
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More about this item
Keywords
Co-explosive dynamics; Bitcoin price; Sentiment variables;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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