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A Confidence-Based Model for Asset and Derivative Prices in the Bitcoin Market

Cretarola, Alessandra - 2019

We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin system may propagate to BitCoin prices causing a Bubble effect, the presence of which is...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012902367

Market attention and Bitcoin price modeling : theory, estimation and option pricing

Cretarola, Alessandra; Figà-Talamanca, Gianna; … - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 187-228

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012285396

Model-based arbitrage in multi-exchange models for Bitcoin price dynamics

Bistarelli, Stefano; Cretarola, Alessandra; … - In: Digital finance : smart data analytics, investment … 1 (2019) 1/4, pp. 23-46

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012223861

Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics

Cretarola, Alessandra; Figà-Talamanca, Gianna - In: Economics letters 191 (2020), pp. 1-6

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012508016

Blockchain and cryptocurrencies : economic and financial research

Cretarola, Alessandra; Figà-Talamanca, Gianna; … - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 781-787

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012794995