Comportamento/propriedades das criptomoedas |
17 |
982 |
(Begušić et al., 2018Begušić, S., Kostanjčar, Z., Eugene Stanley, H., & Podobnik, B. (2018). Scaling properties of extreme price fluctuations in Bitcoin markets. Physica A: Statistical Mechanics and Its Applications, 510, 400–406. https://doi.org/10.1016/j.physa.2018.06.131 https://doi.org/10.1016/j.physa.2018.06....
; Drożdż et al., 2018Drożdż, S., Gȩbarowski, R., Minati, L., Oświȩcimka, P., & Wa̧torek, M. (2018). Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects. Chaos: An Interdisciplinary Journal of Nonlinear Science, 28(7), 071101. https://doi.org/10.1063/1.5036517 https://doi.org/10.1063/1.5036517...
; Eross et al., 2019Eross, A., McGroarty, F., Urquhart, A., & Wolfe, S. (2019). The intraday dynamics of bitcoin. Research in International Business and Finance, 49, 71–81. https://doi.org/10.1016/j.ribaf.2019.01.008 https://doi.org/10.1016/j.ribaf.2019.01....
; Feng et al., 2018Feng, W., Wang, Y., & Zhang, Z. (2018). Informed trading in the Bitcoin market. Finance Research Letters, 26, 63–70. https://doi.org/10.1016/j.frl.2017.11.009 https://doi.org/10.1016/j.frl.2017.11.00...
; Gajardo et al., 2018Gajardo, G., Kristjanpoller, W. D., & Minutolo, M. (2018). Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen? Chaos, Solitons & Fractals, 109, 195–205. https://doi.org/10.1016/j.chaos.2018.02.029 https://doi.org/10.1016/j.chaos.2018.02....
; Ji et al., 2020Ji, Q., Zhang, D., & Zhao, Y. (2020). Searching for safe-haven assets during the COVID-19 pandemic. International Review of Financial Analysis, 71, 101526. https://doi.org/10.1016/j.irfa.2020.101526 https://doi.org/10.1016/j.irfa.2020.1015...
; Kristjanpoller & Bouri, 2019Kristjanpoller, W., & Bouri, E. (2019). Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies. Physica A: Statistical Mechanics and Its Applications, 523, 1057–1071. https://doi.org/10.1016/j.physa.2019.04.115 https://doi.org/10.1016/j.physa.2019.04....
; Kurka, 2019Kurka, J. (2019). Do cryptocurrencies and traditional asset classes influence each other? Finance Research Letters, 31, 38–46. https://doi.org/10.1016/j.frl.2019.04.018 https://doi.org/10.1016/j.frl.2019.04.01...
; Mensi et al., 2019Mensi, W., Sensoy, A., Aslan, A., & Kang, S. H. (2019). High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. The North American Journal of Economics and Finance, 50, 101031. https://doi.org/10.1016/j.najef.2019.101031 https://doi.org/10.1016/j.najef.2019.101...
; Panagiotidis et al., 2019Panagiotidis, T., Stengos, T., & Vravosinos, O. (2019a). The effects of markets, uncertainty and search intensity on bitcoin returns. International Review of Financial Analysis, 63, 220–242. https://doi.org/10.1016/j.irfa.2018.11.002 https://doi.org/10.1016/j.irfa.2018.11.0...
; Peng et al., 2018Peng, Y., Albuquerque, P. H. M., Camboim de Sá, J. M., Padula, A. J. A., & Montenegro, M. R. (2018). The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression. Expert Systems with Applications, 97, 177–192. https://doi.org/10.1016/j.eswa.2017.12.004 https://doi.org/10.1016/j.eswa.2017.12.0...
; Silva et al., 2018; Silva et al., 2019; Stosic et al., 2019Stosic, D., Stosic, D., Ludermir, T. B., & Stosic, T. (2019). Multifractal behavior of price and volume changes in the cryptocurrency market. Physica A: Statistical Mechanics and Its Applications, 520, 54–61. https://doi.org/10.1016/j.physa.2018.12.038 https://doi.org/10.1016/j.physa.2018.12....
; Symitsi & Chalvatzis, 2019Symitsi, E., & Chalvatzis, K. J. (2019). The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. Research in International Business and Finance, 48(C), 97–110. https://doi.org/10.1016/j.ribaf.2018.12.001 https://doi.org/10.1016/j.ribaf.2018.12....
; Tiwari et al., 2019Tiwari, A. K., Raheem, I. D., & Kang, S. H. (2019). Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. Physica A: Statistical Mechanics and Its Applications, 535, 122295. https://doi.org/10.1016/j.physa.2019.122295 https://doi.org/10.1016/j.physa.2019.122...
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Criptomoeda como porto seguro ou diversificação |
3 |
429 |
(Baur et al., 2018Baur, D. G., Hong, K., & Lee, A. D. (2018). Bitcoin: Medium of exchange or speculative assets? Journal of International Financial Markets, Institutions and Money, 54, 177–189. https://doi.org/10.1016/j.intfin.2017.12.004 https://doi.org/10.1016/j.intfin.2017.12...
; Bouri et al., 2020Bouri, E., Lucey, B., & Roubaud, D. (2020). Cryptocurrencies and the downside risk in equity investments. Finance Research Letters, 33, 101211. https://doi.org/10.1016/j.frl.2019.06.009 https://doi.org/10.1016/j.frl.2019.06.00...
; Kliber et al., 2019Kliber, A., Marszałek, P., Musiałkowska, I., & Świerczyńska, K. (2019). Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach. Physica A: Statistical Mechanics and Its Applications, 524, 246–257. https://doi.org/10.1016/j.physa.2019.04.145 https://doi.org/10.1016/j.physa.2019.04....
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