Bitcoin market crashes bring huge economic loss and weaken the global financial system. Thus, predicting Bitcoin market crashes is very important for investors. However, due to the high volatility of Bitcoin prices, accurate prediction of crash events is difficult. In this study, we propose...

In this paper, we compare the bitcoin exchange rate of the U.S. dollar against the Euro with the relevant foreign spot exchange rate and find empirical evidence of co-integration and one-way Granger-causality from the spot exchange rate to the bitcoin exchange rate. Furthermore, we find market...

Trader behavior in FX market -- The effects of information reliability on financial market -- Property price distributions of Taiwan and the UK -- Phase transition in estimation of parameters of low default portfolio -- A Cryptocurrency Fraud Spill in Japan -- Idiosyncratic volatility of the...