Wang, Guanghao; Liu, Chenghao; Sbai, Erwann; Sheng, … - In: Studies in Economics and Finance 41 (2024) 5, pp. 1166-1190
Distributed Lag model to explore the effects of different factors on Bitcoin's prices across various market situations. This …, bearish, bullish and moderate market states. Design/methodology/approach This study uses the Quantile Autoregressive …