| bibtype |
J -
Journal Article
|
| ARLID |
0583790 |
| utime |
20240402215316.1 |
| mtime |
20240307235959.9 |
| SCOPUS |
85139314000 |
| WOS |
000899861500010 |
| DOI |
10.1016/j.frl.2022.103353 |
| title
(primary) (eng) |
Will Bitcoin ever become less volatile? |
| specification |
| page_count |
6 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0361997 |
| ISSN |
1544-6123 |
| title
|
Finance Research Letters |
| volume_id |
51 |
| publisher |
|
|
| keyword |
Cryptocurrencies |
| keyword |
Cryptoassets |
| keyword |
Bitcoin |
| keyword |
Volatility |
| keyword |
Store of value |
| author
(primary) |
| ARLID |
cav_un_auth*0256902 |
| name1 |
Krištoufek |
| name2 |
Ladislav |
| institution |
UTIA-B |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Econometrics |
| country |
CZ |
| share |
100 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| source |
|
| cas_special |
| project |
| project_id |
GA20-17295S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0397556 |
|
| abstract
(eng) |
We examine the drivers of Bitcoin volatility and discuss possible future developments, specifically what conditions need to be met for the volatility to decrease. Our instrumental variables analysis implies there needs to be a considerable inflow of small users into the system who are ideally not exchange traders and they do perform small transfers. Increasing exchange volume, on-chain transfers value, and Bitcoin price by themselves increase volatility of the cryptoasset. |
| result_subspec |
WOS |
| RIV |
AH |
| FORD0 |
50000 |
| FORD1 |
50200 |
| FORD2 |
50206 |
| reportyear |
2024 |
| num_of_auth |
1 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0352150 |
| confidential |
S |
| article_num |
103353 |
| mrcbC91 |
C |
| mrcbT16-e |
BUSINESSFINANCE |
| mrcbT16-j |
1.201 |
| mrcbT16-D |
Q2 |
| arlyear |
2023 |
| mrcbU14 |
85139314000 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000899861500010 WOS |
| mrcbU63 |
cav_un_epca*0361997 Finance Research Letters 1544-6123 1544-6131 Roč. 51 č. 1 2023 Elsevier PRINT |
|