Everything You Always Wanted to Know About Bitcoin Modelling but Were Afraid to Ask. Part 2
Applied Econometrics, vol. 45, pages 5-28.
Posted: 7 Aug 2018
Date Written: 2017
This part completes the consultation series dealing with bitcoin price modelling. Particularly, the analysis focuses on the econometric approaches suggested to model bitcoin price dynamics, the tests used for detecting the existence of financial bubbles in bitcoin prices and the methodologies suggested to study the price discovery at bitcoin exchanges.
Keywords: Crypto-Currencies, Hash Rate, Investors’ Attractiveness, Social Interactions, Money Supply, Money Demand, Speculation, Forecasting, Algorithmic Trading, Bubble, Price Discovery
JEL Classification: C22, C32, C51, C53, E41, E42, E47, E51, G17
Suggested Citation: Suggested Citation