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.
- Language
-
Englisch
- Bibliographic citation
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 8 ; Year: 2020 ; Issue: 1 ; Pages: 1-14 ; Basel: MDPI
- Classification
-
Wirtschaft
- Subject
-
bitcoin markets
bitcoin trading volumes
network models
- Event
-
Geistige Schöpfung
- (who)
-
Chen, Ying
Giudici, Paolo
Hadji Misheva, Branka
Trimborn, Simon
- Event
-
Veröffentlichung
- (who)
-
MDPI
- (where)
-
Basel
- (when)
-
2020
- DOI
-
doi:10.3390/risks8010004
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Chen, Ying
- Giudici, Paolo
- Hadji Misheva, Branka
- Trimborn, Simon
- MDPI
Time of origin
- 2020
Other Objects (12)
Molecular studies on a Dictyostelium homolog of the tafazzin gene, the cause of Barth syndrome in humans
Big data technology for computer intrusion detection
One Hundred Years of Chinese Literature Translation in Bulgaria
Molecular studies on a Dictyostelium homolog of the tafazzin gene, the cause of Barth syndrome in humans
The hot spots and frontiers of research on the Grand Canal Culture Belt in China: Literature and academic trends
Learning while setting precedents
Rhetoric in legislative bargaining with asymmetric information
Learning while setting precedents
Dynamic agenda setting
Rhetoric in legislative bargaining with asymmetric information
Informational Loss in Bundled Bargaining
Informational loss in bundled bargaining
Molecular studies on a Dictyostelium homolog of the tafazzin gene, the cause of Barth syndrome in humans
Big data technology for computer intrusion detection
One Hundred Years of Chinese Literature Translation in Bulgaria
Molecular studies on a Dictyostelium homolog of the tafazzin gene, the cause of Barth syndrome in humans
The hot spots and frontiers of research on the Grand Canal Culture Belt in China: Literature and academic trends
Learning while setting precedents
Rhetoric in legislative bargaining with asymmetric information
Learning while setting precedents
Dynamic agenda setting
Rhetoric in legislative bargaining with asymmetric information
Informational Loss in Bundled Bargaining
Informational loss in bundled bargaining
Molecular studies on a Dictyostelium homolog of the tafazzin gene, the cause of Barth syndrome in humans
Big data technology for computer intrusion detection
One Hundred Years of Chinese Literature Translation in Bulgaria
Molecular studies on a Dictyostelium homolog of the tafazzin gene, the cause of Barth syndrome in humans
The hot spots and frontiers of research on the Grand Canal Culture Belt in China: Literature and academic trends
Learning while setting precedents
Rhetoric in legislative bargaining with asymmetric information
Learning while setting precedents
Dynamic agenda setting
Rhetoric in legislative bargaining with asymmetric information
Informational Loss in Bundled Bargaining