Exploring the relationship between digital trails of social signals and bitcoin returns
Year of publication: |
2024
|
---|---|
Authors: | Yelkenci, Tezer ; Yelkenci, Birce Dobrucalı ; Vardar, Gülin ; Aydoğan, Berna |
Subject: | Bitcoin | Emotion | Multivariate GARCH | Sentiment | Volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Elektronisches Zahlungsmittel | Electronic payment | Signalling | Konsumentenverhalten | Consumer behaviour | Online-Handel | Online retailing |
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