Artikel
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.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 8 ; Year: 2020 ; Issue: 1 ; Pages: 1-14 ; Basel: MDPI
- Klassifikation
-
Wirtschaft
- Thema
-
bitcoin markets
bitcoin trading volumes
network models
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chen, Ying
Giudici, Paolo
Hadji Misheva, Branka
Trimborn, Simon
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2020
- DOI
-
doi:10.3390/risks8010004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
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Objekttyp
- Artikel
Beteiligte
- Chen, Ying
- Giudici, Paolo
- Hadji Misheva, Branka
- Trimborn, Simon
- MDPI
Entstanden
- 2020
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