Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-20317Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Chen, Ying | - |
| dc.contributor.author | Giudici, Paolo | - |
| dc.contributor.author | Hadji Misheva, Branka | - |
| dc.contributor.author | Trimborn, Simon | - |
| dc.date.accessioned | 2020-08-05T15:12:48Z | - |
| dc.date.available | 2020-08-05T15:12:48Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.issn | 2227-9091 | de_CH |
| dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/20317 | - |
| dc.description.abstract | 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. | de_CH |
| dc.language.iso | en | de_CH |
| dc.publisher | MDPI | de_CH |
| dc.relation.ispartof | Risks | de_CH |
| dc.rights | http://creativecommons.org/licenses/by/4.0/ | de_CH |
| dc.subject | Bitcoin market | de_CH |
| dc.subject | Bitcoin trading volume | de_CH |
| dc.subject | Network model | de_CH |
| dc.subject.ddc | 332: Finanzwirtschaft | de_CH |
| dc.title | Lead behaviour in Bitcoin markets | de_CH |
| dc.type | Beitrag in wissenschaftlicher Zeitschrift | de_CH |
| dcterms.type | Text | de_CH |
| zhaw.departement | School of Engineering | de_CH |
| zhaw.organisationalunit | Institut für Datenanalyse und Prozessdesign (IDP) | de_CH |
| dc.identifier.doi | 10.3390/risks8010004 | de_CH |
| dc.identifier.doi | 10.21256/zhaw-20317 | - |
| zhaw.funding.eu | info:eu-repo/grantAgreement/EC/H2020/825215//A FINancial supervision and TECHnology compliance training programme/FIN-TECH | de_CH |
| zhaw.issue | 1 | de_CH |
| zhaw.originated.zhaw | Yes | de_CH |
| zhaw.pages.start | 4 | de_CH |
| zhaw.publication.status | publishedVersion | de_CH |
| zhaw.volume | 8 | de_CH |
| zhaw.publication.review | Peer review (Publikation) | de_CH |
| zhaw.author.additional | No | de_CH |
| zhaw.display.portrait | Yes | de_CH |
| Appears in collections: | Publikationen School of Engineering | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2020_Chen-etal_Lead-behaviour-in-Bitcoin-Markets.pdf | 6.98 MB | Adobe PDF |  View/Open |
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Chen, Y., Giudici, P., Hadji Misheva, B., & Trimborn, S. (2020). Lead behaviour in Bitcoin markets. Risks, 8(1), 4. https://doi.org/10.3390/risks8010004
Chen, Y. et al. (2020) ‘Lead behaviour in Bitcoin markets’, Risks, 8(1), p. 4. Available at: https://doi.org/10.3390/risks8010004.
Y. Chen, P. Giudici, B. Hadji Misheva, and S. Trimborn, “Lead behaviour in Bitcoin markets,” Risks, vol. 8, no. 1, p. 4, 2020, doi: 10.3390/risks8010004.
CHEN, Ying, Paolo GIUDICI, Branka HADJI MISHEVA und Simon TRIMBORN, 2020. Lead behaviour in Bitcoin markets. Risks. 2020. Bd. 8, Nr. 1, S. 4. DOI 10.3390/risks8010004
Chen, Ying, Paolo Giudici, Branka Hadji Misheva, and Simon Trimborn. 2020. “Lead Behaviour in Bitcoin Markets.” Risks 8 (1): 4. https://doi.org/10.3390/risks8010004.
Chen, Ying, et al. “Lead Behaviour in Bitcoin Markets.” Risks, vol. 8, no. 1, 2020, p. 4, https://doi.org/10.3390/risks8010004.
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