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Lead behaviour in Bitcoin markets
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Veröffentlicht in: | Risks 8(2020), 1/4 vom: März, Seite 1-14 |
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Personen und Körperschaften: | , , , |
Titel: | Lead behaviour in Bitcoin markets/ Ying Chen, Paolo Giudici, Branka Hadji Misheva and Simon Trimborn |
Format: | E-Book-Kapitel |
Sprache: | Englisch |
veröffentlicht: |
2020
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Gesamtaufnahme: |
: Risks, 8(2020), 1/4 vom: März, Seite 1-14
, volume:8 |
Schlagwörter: | |
Quelle: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
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author | Chen, Ying, Giudici, Paolo, Hadji Misheva, Branka, Trimborn, Simon |
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spelling | Chen, Ying 1975- VerfasserIn (DE-588)132682362 (DE-627)525180559 (DE-576)299339823 aut, Lead behaviour in Bitcoin markets Ying Chen, Paolo Giudici, Branka Hadji Misheva and Simon Trimborn, 2020, Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2, We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups, in different geographic areas, interact with each other. To achieve this aim, we propose an extended Vector Autoregressive model, aimed at explaining the evolution of trading volumes, both in time and in space. The extension is based on network models, which improve pure autoregressive models, introducing a contemporaneous contagion component that describes contagion effects between trading volumes. Our empirical findings show that transactions activities in bitcoins is dominated by groups of network participants in Europe and in the United States, consistent with the expectation that market interactions primarily take place in developed economies., DE- Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/, Aufsatz in Zeitschrift DE-206, Giudici, Paolo 1952- VerfasserIn (DE-588)134179196 (DE-627)561536147 (DE-576)300359748 aut, Hadji Misheva, Branka VerfasserIn aut, Trimborn, Simon VerfasserIn (DE-588)1172675007 (DE-627)1041308795 (DE-576)514713127 aut, Enthalten in Risks Basel : MDPI, 2013 8(2020), 1/4 vom: März, Seite 1-14 Online-Ressource (DE-627)737288485 (DE-600)2704357-5 (DE-576)379467852 2227-9091 nnns, volume:8 year:2020 number:1/4 month:03 pages:1-14, https://www.mdpi.com/2227-9091/8/1/4/pdf Verlag kostenfrei, https://doi.org/10.3390/risks8010004 Resolving-System kostenfrei, http://hdl.handle.net/10419/257960 Resolving-System kostenfrei, https://doi.org/10.3390/risks8010004 LFER, https://www.mdpi.com/2227-9091/8/1/4/pdf LFER, LFER 2020-05-05T12:06:30Z |
spellingShingle | Chen, Ying, Giudici, Paolo, Hadji Misheva, Branka, Trimborn, Simon, Lead behaviour in Bitcoin markets, We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups, in different geographic areas, interact with each other. To achieve this aim, we propose an extended Vector Autoregressive model, aimed at explaining the evolution of trading volumes, both in time and in space. The extension is based on network models, which improve pure autoregressive models, introducing a contemporaneous contagion component that describes contagion effects between trading volumes. Our empirical findings show that transactions activities in bitcoins is dominated by groups of network participants in Europe and in the United States, consistent with the expectation that market interactions primarily take place in developed economies., Aufsatz in Zeitschrift |
title | Lead behaviour in Bitcoin markets |
title_auth | Lead behaviour in Bitcoin markets |
title_full | Lead behaviour in Bitcoin markets Ying Chen, Paolo Giudici, Branka Hadji Misheva and Simon Trimborn |
title_fullStr | Lead behaviour in Bitcoin markets Ying Chen, Paolo Giudici, Branka Hadji Misheva and Simon Trimborn |
title_full_unstemmed | Lead behaviour in Bitcoin markets Ying Chen, Paolo Giudici, Branka Hadji Misheva and Simon Trimborn |
title_in_hierarchy | Lead behaviour in Bitcoin markets / Ying Chen, Paolo Giudici, Branka Hadji Misheva and Simon Trimborn, |
title_short | Lead behaviour in Bitcoin markets |
title_sort | lead behaviour in bitcoin markets |
topic | Aufsatz in Zeitschrift |
topic_facet | Aufsatz in Zeitschrift |
url | https://www.mdpi.com/2227-9091/8/1/4/pdf, https://doi.org/10.3390/risks8010004, http://hdl.handle.net/10419/257960 |