论文信息 - Bitcoin, gold and the US dollar – A replication and extension - 字舞流文

Bitcoin, gold and the US dollar – A replication and extension

D. Baur | T. Dimpfl | Konstantin Kuck

[1] L. Glosten,et al. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks , 1993 .

[2] G. Reinsel. Elements of Multivariate Time Series Analysis , 1995 .

[3] C. Goodhart. The two concepts of money: implications for the analysis of optimal currency areas , 1998 .

[4] M. McAleer,et al. Stationarity and the existence of moments of a family of GARCH processes , 2002 .

[5] Terence C. Mills,et al. Gold as a hedge against the dollar , 2005 .

[6] D. Yermack. Is Bitcoin a Real Currency? An Economic Appraisal , 2013 .

[7] G. Selgin. Synthetic Commodity Money , 2013 .

[8] Kai Zimmermann,et al. Bitcoin - Asset or Currency? Revealing Users' Hidden Intentions , 2014, ECIS.

[9] T. Moore,et al. Bitcoin: Economics, Technology, and Governance , 2014 .

[10] G. Dwyer. The Economics of Bitcoin and Similar Private Digital Currencies , 2014 .

[11] A. H. Dyhrberg. Bitcoin, gold and the dollar – A GARCH volatility analysis , 2016 .

[12] G. Vita,et al. ‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2) , 2016 .