Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply
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DOI: 10.1016/j.jimonfin.2019.06.006
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More about this item
Keywords
Bitcoins; GARCH; Price jumps; Bitcoin demand shocks; Security of supply;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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