bibtype J - Journal Article
ARLID 0452318
utime 20240103211418.3
mtime 20151216235959.9
SCOPUS 84928818221
WOS 000353015800124
DOI 10.1371/journal.pone.0123923
title (primary) (eng) What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis
specification
page_count 15 s.
media_type P
serial
ARLID cav_un_epca*0310005
ISSN 1932-6203
title PLoS ONE
volume_id 10
publisher
name Public Library of Science
keyword Bitcoin
keyword wavelet analysis
author (primary)
ARLID cav_un_auth*0256902
full_dept (cz) Ekonometrie
full_dept (eng) Department of Econometrics
department (cz) E
department (eng) E
full_dept Department of Econometrics
share 100
name1 Krištoufek
name2 Ladislav
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2015/E/kristoufek-0452318.pdf
cas_special
project
ARLID cav_un_auth*0281000
project_id GBP402/12/G097
agency GA ČR
country CZ
abstract (eng) The Bitcoin has emerged as a fascinating phenomenon in the Financial markets. Without any central authority issuing the currency, the Bitcoin has been associated with controversy ever since its popularity, accompanied by increased public interest, reached high levels. Here, we contribute to the discussion by examining the potential drivers of Bitcoin prices, ranging from fundamental sources to speculative and technical ones, and we further study the potential influence of the Chinese market. The evolution of relationships is examined in both time and frequency domains utilizing the continuous wavelets framework, so that we not only comment on the development of the interconnections in time but also distinguish between short-term and long-term connections. We find that the Bitcoin forms a unique asset possessing properties of both a standard financial asset and a speculative one.
RIV AH
reportyear 2016
num_of_auth 1
mrcbC52 4 A hod 4ah 20231122141350.9
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0253713
mrcbC61 1
mrcbC64 1 Department of Econometrics UTIA-B 50206 BUSINESS, FINANCE
confidential S
article_num e0123923
mrcbC83 RIV/67985556:_____/15:00452318!RIV16-AV0-67985556 191684777 nejednotny pocet stran UTIA-B
mrcbC83 RIV/67985556:_____/15:00452318!RIV16-GA0-67985556 191719845 nejednotny pocet stran UTIA-B
mrcbT16-e MULTIDISCIPLINARYSCIENCES
mrcbT16-j 1.137
mrcbT16-s 1.427
mrcbT16-B 36.892
mrcbT16-D Q3
mrcbT16-E Q2
arlyear 2015
mrcbTft \nSoubory v repozitáři: kristoufek-0452318.pdf
mrcbU14 84928818221 SCOPUS
mrcbU34 000353015800124 WOS
mrcbU63 cav_un_epca*0310005 PLoS ONE 1932-6203 1932-6203 Roč. 10 č. 4 2015 Public Library of Science ONLINE