This paper analyses existing literature about the economic effects of cryptocurrency using
bibliometric methods. 1850 articles are collected from “Web of Science core database” from …

This paper aims to bridge the knowledge gap in the existing literature on Bitcoin, Blockchain
and Fintech. It begins by clarifying the definition of these concepts. Through a systematic …

Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens
between participants. The availability of the complete historical bookkee** opens up an …

Bitcoin has recently attracted considerable attention in the fields of economics, cryptography,
and computer science due to its inherent nature of combining encryption technology and …

We analyze statistical properties of the largest cryptocurrencies (determined by market
capitalization), of which Bitcoin is the most prominent example. We characterize their …

We document significant differences in Bitcoin prices across 11 different markets
representing 26% of global Bitcoin trade volume. These differences must—due to the …

We review the literature and examine the effects of shocks on bitcoin returns. We assess the
effects of factors such as stock market returns, exchange rates, gold and oil returns, FED's …

Cryptocurrencies (CCs) have risen rapidly in market capitalization over the past years.
Despite striking volatility, their high average returns and low correlations have established …

This paper studies the predictability of cryptocurrency time series. We compare several
alternative univariate and multivariate models for point and density forecasting of four of the …

We provide an extreme value analysis of the returns of Bitcoin. A particular focus is on the
tail risk characteristics and we will provide an in-depth univariate extreme value analysis …