Blar i UiS Brage på forfatter "Plihal, Tomas"
-
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Lyocsa, Stefan; Molnar, Peter; Plihal, Tomas; Siranova, Maria (Peer reviewed; Journal article, 2020)We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin exchanges and scheduled macroeconomic news announcements affect the volatility of bitcoin, measured as realized variance and its jump ...