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Institut für Makroökonomie und Wirtschaftspolitik Hamburg, Germany
RePEc:edi:imhamde (more details at EDIRC)
Research outputJump to: Working papers Articles
- Zhou, Siwen, 2019. "Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework," MPRA Paper 92530, University Library of Munich, Germany.
- Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
- Zhou, Siwen, 2018. "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper 87084, University Library of Munich, Germany.
- Siwen Zhou, 2021. "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, vol. 60(2), pages 557-606, February.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Zhou, Siwen, 2018.
"Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach,"
89445, University Library of Munich, Germany.
- Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
- Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta, 2020.
"Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach,"
202027, University of Pretoria, Department of Economics.
- Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao, 2021. "Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Siwen Zhou, 2021.
"Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach,"
Empirical Economics, Springer, vol. 60(2), pages 557-606, February.
- Ruzita Abdul-Rahim & Airil Khalid & Zulkefly Abdul Karim & Mamunur Rashid, 2022. "Exploring the Driving Forces of Stock-Cryptocurrency Comovements during COVID-19 Pandemic: An Analysis Using Wavelet Coherence and Seemingly Unrelated Regression," Mathematics, MDPI, vol. 10(12), pages 1-19, June.
- Nikolaos A. Kyriazis, 2021. "The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation," Sustainability, MDPI, vol. 13(10), pages 1-25, May.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
- NEP-MON: Monetary Economics (3) 2018-10-01 2018-11-12 2019-03-11. Author is listed
- NEP-CBA: Central Banking (2) 2018-10-01 2019-03-11. Author is listed
- NEP-EEC: European Economics (2) 2018-10-01 2019-03-11. Author is listed
- NEP-PAY: Payment Systems & Financial Technology (1) 2018-11-12. Author is listed
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