Do collective emotions drive bitcoin volatility? : a triple regime-switching vector approach
David Bourghelle, Fredj Jawadi, Philippe Rozin
| Year of publication: |
2022
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|---|---|
| Authors: | Bourghelle, David ; Jawadi, Fredj ; Rozin, Philippe |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 196.2022, p. 294-306
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| Subject: | Bitcoin bubble | Bitcoin volatility | Emotions | Nonlinearity | Regime-switching VAR model | Sentiment | Volatilität | Volatility | Emotion | Virtuelle Währung | Virtual currency | VAR-Modell | VAR model | Spekulationsblase | Bubbles | Markov-Kette | Markov chain | Anlageverhalten | Behavioural finance | Elektronisches Zahlungsmittel | Electronic payment | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2022.01.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013375283