Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has raised profound economic and societal issues. In this paper we undertake economic and econometric modelling of Bitcoin prices. As with many asset classes we show that Bitcoin exhibits speculative bubbles. Further, we find empirical evidence that the fundamental price of Bitcoin is zero
In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has be...
YesWe develop bespoke rational bubble models for Bitcoin and cryptocurrencies that incorporate both ...
PurposeThe authors develop new quantitative methods to estimate the level of speculation and long-te...
Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has raised prof...
In 2008 a group of programmers, alias Satoshi Nakamoto, introduced bitcoin. Bitcoin is a cryptocurre...
Master's thesis in Applied FinanceIntrigued by Bitcoin’s exceptional value development and media att...
We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocur...
This article explores the concepts of cryptocurrencies and speculative bubbles, as Bitcoin’s price b...
This paper surveys the academic literature concerning the formation of pricing bubbles in digital c...
The present study addresses one of the most problematic phenomena: Bitcoin price. We explore the Gra...
The author gratefully acknowledges useful comments by Beat Hintermann, Xin Jin, as well as participa...
In this paper, by using econometric techniques we provide evidence that bitcoin exhibited the format...
At the beginning of 2017 the price of one Bitcoin, one of the most popular Cryptocurrencies, was at ...
YesIn this paper we draw upon the close relationship between statistical physics and mathematical fi...
In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has be...
YesWe develop bespoke rational bubble models for Bitcoin and cryptocurrencies that incorporate both ...
PurposeThe authors develop new quantitative methods to estimate the level of speculation and long-te...
Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has raised prof...
In 2008 a group of programmers, alias Satoshi Nakamoto, introduced bitcoin. Bitcoin is a cryptocurre...
Master's thesis in Applied FinanceIntrigued by Bitcoin’s exceptional value development and media att...
We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocur...
This article explores the concepts of cryptocurrencies and speculative bubbles, as Bitcoin’s price b...
This paper surveys the academic literature concerning the formation of pricing bubbles in digital c...
The present study addresses one of the most problematic phenomena: Bitcoin price. We explore the Gra...
The author gratefully acknowledges useful comments by Beat Hintermann, Xin Jin, as well as participa...
In this paper, by using econometric techniques we provide evidence that bitcoin exhibited the format...
At the beginning of 2017 the price of one Bitcoin, one of the most popular Cryptocurrencies, was at ...
YesIn this paper we draw upon the close relationship between statistical physics and mathematical fi...
In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has be...
YesWe develop bespoke rational bubble models for Bitcoin and cryptocurrencies that incorporate both ...
PurposeThe authors develop new quantitative methods to estimate the level of speculation and long-te...