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VAR model
Schock
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5,129
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5,103
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4,944
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Lütkepohl, Helmut
72
Castelnuovo, Efrem
57
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Gambetti, Luca
46
Caggiano, Giovanni
43
Fève, Patrick
42
Huber, Florian
36
Theodoridis, Konstantinos
35
Kilian, Lutz
34
Forni, Mario
33
Kim, So-yŏng
30
Marcellino, Massimiliano
29
Rubio-Ramírez, Juan Francisco
29
Feldkircher, Martin
27
Sala, Luca
27
Peersman, Gert
26
Chudik, Alexander
25
Tillmann, Peter
25
Herwartz, Helmut
24
Miranda-Agrippino, Silvia
24
Pellegrino, Giovanni
24
Ricco, Giovanni
23
Görtz, Christoph
22
Zanetti, Francesco
22
Canova, Fabio
21
Kang, Wensheng
21
Mohaddes, Kamiar
21
Ratti, Ronald A.
21
Beaudry, Paul
20
Belke, Ansgar
20
Guay, Alain
19
Eickmeier, Sandra
18
Matheron, Julien
18
Neuenkirch, Matthias
18
Ravazzolo, Francesco
18
Christiano, Lawrence J.
17
Dijk, Herman K. van
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Lanne, Markku
17
Piffer, Michele
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Federal Reserve Bank of San Francisco
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Federal Reserve Bank of St. Louis
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Task Force on Low Inflation (LIFT)
2
Australian National University / Centre for Economic Policy Research
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Center for Economic Research <Tilburg>
1
Centre for European Policy Studies
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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International Research Conference on Household Heterogeneity and Policy Relevance <2022, Brüssel>
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National Institute of Economic and Social Research
1
Panepistēmio Kypru / Department of Economics
1
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
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Energy economics
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Working paper
96
Economics letters
95
Working paper series / European Central Bank
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Applied economics
88
Journal of international money and finance
85
CESifo working papers
76
Discussion papers / CEPR
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Journal of macroeconomics
62
Journal of economic dynamics & control
61
CAMA working paper series
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Journal of monetary economics
49
Finance research letters
48
International review of economics & finance : IREF
48
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECB Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Discussion paper / Centre for Economic Policy Research
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Applied economics letters
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Discussion paper
41
European economic review : EER
40
Macroeconomic dynamics
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NBER working paper series
36
NBER Working Paper
33
International Journal of Energy Economics and Policy : IJEEP
30
Working paper series
30
Journal of money, credit and banking : JMCB
29
Journal of applied econometrics
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of international economics
26
Working paper / National Bureau of Economic Research, Inc.
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
IMF working papers
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Temi di discussione / Banca d'Italia
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Journal of econometrics
23
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
21
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
21
Open economies review
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ECONIS (ZBW)
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RePEc
12
ArchiDok
3
EconStor
1
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1
How do Bitcoin price fluctuations affect crude oil markets?
Kaabia, Olfa
;
Abid, Ilyes
;
Guesmi, Khaled
;
Sahut, …
- In:
Revue Gestion 2000 : management & prospective
37
(
2020
)
1/2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10012372792
Saved in:
2
Are demand shocks in bitcoin contagious?
Zięba, Damian
;
Śledziewska, Katarzyna
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011926415
Saved in:
3
Energy price inflation, geopolitical risk, and bitcoin dependence structure : evidence from BRICS
Lau, Chi Keung
;
Soliman, Alaa M.
;
Zhang, Dongna
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
12
,
pp. 2631-2645
Persistent link: https://www.econbiz.de/10015097316
Saved in:
4
What drives the Bitcoin price? : a factor augmented error correction mechanism investigation
Goczek, Łukasz
;
Skliarov, Ivan
- In:
Applied economics
51
(
2019
)
59
,
pp. 6393-6410
Persistent link: https://www.econbiz.de/10012197348
Saved in:
5
VaR and persistence of risk shocks in cryptocurrencies market
Souza, Michel Cândido de
- In:
The empirical economics letters : a monthly …
18
(
2019
)
4
,
pp. 379-390
Persistent link: https://www.econbiz.de/10012312390
Saved in:
6
What determines bitcoin exchange prices? : a network VAR approach
Giudici, Paolo
;
Abu-Hashish, Iman
- In:
Finance research letters
28
(
2019
),
pp. 309-318
Persistent link: https://www.econbiz.de/10012388337
Saved in:
7
Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets
Matkovskyy, Roman
;
Jalan, Akanksha
;
Dowling, Michael
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 150-155
Persistent link: https://www.econbiz.de/10012430912
Saved in:
8
Bitcoin's innovative aspects, return volatility and uncertainty shocks
Frascaroli, Bruno Ferreira
- In:
International Journal of Financial Markets and …
7
(
2020
)
3
,
pp. 224-245
Persistent link: https://www.econbiz.de/10012510290
Saved in:
9
Structural vector error correction modelling of Bitcoin price
Haffar, Adlane
;
Le Fur, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012655298
Saved in:
10
Shock
transmission in the cryptocurrency market : is Bitcoin the most influential?
Zięba, Damian
;
Kokoszczyński, Ryszard
;
Śledziewska, …
- In:
International review of financial analysis
64
(
2019
),
pp. 102-125
Persistent link: https://www.econbiz.de/10012208368
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