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Nowcasting bitcoin’s crash risk with order imbalance

The spectacular nature of bitcoin price crashes baffles market spectators and prompts routine warnings from regulators cautioning that cryptocurrencies behave in contra to the fundamental properties that traditionally define what constitutes money. Arguably most concerning to the public is, first, b...

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Detalles Bibliográficos
Autores principales: Koutmos, Dimitrios, Wei, Wang Chun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10040314/
http://dx.doi.org/10.1007/s11156-023-01148-1