What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis
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DOI: 10.1016/j.intfin.2022.101534
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Cited by:
- Marcin Pietrzak, 2023. "What can monetary policy tell us about Bitcoin?," Annals of Finance, Springer, vol. 19(4), pages 545-559, December.
- Gambarelli, Luca & Marchi, Gianluca & Muzzioli, Silvia, 2023. "Hedging effectiveness of cryptocurrencies in the European stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
- Chen, Yu-Lun & Chang, Yung Ting & Yang, J. Jimmy, 2023. "Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures," Finance Research Letters, Elsevier, vol. 55(PB).
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More about this item
Keywords
Bitcoin; Cryptocurrency; Cyberattacks; Financial technology; Hacking incidents;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- O10 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - General
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