Blar i Vitenskapelige publikasjoner (SV-HH) på tidsskrift "Journal of Economic Dynamics and Control"
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Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
(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 ...