Sentiment and Bitcoin Volatility
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References listed on IDEAS
- Badev, Anton & Chen, Matthew, 2014. "Bitcoin: Technical Background and Data Analysis," Finance and Economics Discussion Series 2014-104, Board of Governors of the Federal Reserve System (US).
- Kaplanski, Guy & Levy, Haim, 2010. "Sentiment and stock prices: The case of aviation disasters," Journal of Financial Economics, Elsevier, vol. 95(2), pages 174-201, February.
- David Yermack, 2013. "Is Bitcoin a Real Currency? An economic appraisal," NBER Working Papers 19747, National Bureau of Economic Research, Inc.
- Branislav Saxa, 2014. "Forecasting Mortgages: Internet Search Data as a Proxy for Mortgage Credit Demand," Working Papers 2014/14, Czech National Bank, Research Department.
- Lo, Stephanie & Wang, J. Christina, 2014. "Bitcoin as money?," Current Policy Perspectives 14-4, Federal Reserve Bank of Boston.
- Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016.
"The digital agenda of virtual currencies: Can BitCoin become a global currency?,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alessandra Cretarola & Gianna Fig`a-Talamanca, 2017. "A confidence-based model for asset and derivative prices in the BitCoin market," Papers 1702.00215, arXiv.org.
- Alessandra Cretarola & Gianna Fig`a-Talamanca & Marco Patacca, 2017. "A sentiment-based model for the BitCoin: theory, estimation and option pricing," Papers 1709.08621, arXiv.org.
More about this item
KeywordsBitcoin; volatility; sentiment; Bitcoin bubble;
- E49 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-05-21 (All new papers)
- NEP-MAC-2016-05-21 (Macroeconomics)
- NEP-PAY-2016-05-21 (Payment Systems & Financial Technology)
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