Bitcoin price growth and Indonesia's monetary system
Tóm tắt
Từ khóa
Tài liệu tham khảo
Almudhaf, 2018, Pricing efficiency of Bitcoin trusts, Appl. Econ. Lett., 25, 504, 10.1080/13504851.2017.1340564
Al-Yahyaee, 2018, Efficiency, multifractality, and the long-memory property of the Bitcoin market: a comparative analysis with stock, currency, and gold markets, Finance Res. Lett., 10.1016/j.frl.2018.03.017
Baek, 2015, Bitcoins as an investment or speculative vehicle? A first look, Appl. Econ. Lett., 22, 30, 10.1080/13504851.2014.916379
Balcilar, 2017, Can volume predict Bitcoin returns and volatility? A quantiles-based approach, Econ. Model., 64, 74, 10.1016/j.econmod.2017.03.019
Balcombe, 2017, Do bubbles have an explosive signature in markov switching models?, Econ. Model., 66, 81, 10.1016/j.econmod.2017.06.001
Bariviera, 2017, The inefficiency of Bitcoin revisited: a dynamic approach, Econ. Lett., 161
Baur, 2017, Bitcoin, gold and the US dollar–a replication and extension, Finance Res. Lett., 25, 103, 10.1016/j.frl.2017.10.012
Baur, 2018, Bitcoin: medium of exchange or speculative assets?, J. Int. Financial Markets, 10.1016/j.intfin.2017.12.004
Blinder, 2008, The supply-shock explanation of the great stagflation revisited
Bordo, 1981, The long-run behavior of income velocity of money in five advanced countries, 1980–1975: an institutional approach, Econ. Inq., 19, 96, 10.1111/j.1465-7295.1981.tb00605.x
Bouri, 2017, Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?, Appl. Econ., 49, 5063
Bouri, 2017, On the hedge and safe haven properties of Bitcoin: is it really more than a diversifier?, Finance Res. Lett, 20, 192, 10.1016/j.frl.2016.09.025
Brandvold, 2015, Price discovery on Bitcoin exchanges, J. Int. Financ. Mark. Inst. Money, 36, 18, 10.1016/j.intfin.2015.02.010
Brauneis, 2018, Price discovery of cryptocurrencies: Bitcoin and beyond, Econ. Lett., 165, 58, 10.1016/j.econlet.2018.02.001
Brunner, 1963, Predicting velocity: implications for theory and policy, J. Financ., 18, 319
Camarero, 2002, Oil prices and Spanish competitiveness: a cointegrated panel analysis, J. Policy Model, 24, 591, 10.1016/S0161-8938(02)00128-X
Cheah, 2015, Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin, Econ. Lett., 130, 32, 10.1016/j.econlet.2015.02.029
Cheah, 2018, Long memory interdependency and inefficiency in Bitcoin markets, Econ. Lett., 167, 18, 10.1016/j.econlet.2018.02.010
Cheung, 2015, Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013). Methodology on Mt. Gox Bitcoin prices, Appl. Econ., 47, 2348, 10.1080/00036846.2015.1005827
Christiano, 2005, Nominal Rigidities and the Dynamic Effects of a shock to Monetary Policy, J. Polit. Econ., 113, 1, 10.1086/426038
Corbet, 2017, Datestamping the Bitcoin and Ethereum bubbles, Finance Res. Lett, 26, 81, 10.1016/j.frl.2017.12.006
Corbet, 2018, Exploring the dynamic relationships between cryptocurrencies and other financial assets, Econ. Lett., 165, 28, 10.1016/j.econlet.2018.01.004
Demir, 2018, Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
Dyhrberg, 2016, Bitcoin, gold and the dollar–a GARCH volatility analysis, Finance Res. Lett, 16, 85, 10.1016/j.frl.2015.10.008
Dyhrberg, 2016, Hedging capabilities of Bitcoin. Is it the virtual gold?, Finance Res. Lett, 16, 139, 10.1016/j.frl.2015.10.025
Feng, 2018, Can cryptocurrencies be a safe haven: a tail risk perspective analysis, Appl. Econ., 1
Fitrianti, 2017, The exchange rate volatility and export performance: the case of Indonesia's exports to Japan and the US, Bulletin of Monetary Econom. Banking, 20, 49, 10.21098/bemp.v20i1.724
Gali, 1999, Inflation dynamics: a structural econometric analysis, J. Monet. Econ., 44, 195, 10.1016/S0304-3932(99)00023-9
Gali, 2005, Monetary policy and exchange rate volatility in a small open economy, Rev. Econom. Studies, 72, 707, 10.1111/j.1467-937X.2005.00349.x
Gandal, 2018, Price manipulation in the Bitcoin ecosystem, J. Monet. Econ., 95, 86, 10.1016/j.jmoneco.2017.12.004
Gkillas, 2018, An application of extreme value theory to cryptocurrencies, Econ. Lett., 164, 109, 10.1016/j.econlet.2018.01.020
Gordon, 1997, The time-varying nairu and its implications for economic policy, J. Econ. Perspect., 11, 11, 10.1257/jep.11.1.11
Gordon, 2011, The history of the Phillips curve: consensus and bifurcation, Economica, 78, 10, 10.1111/j.1468-0335.2009.00815.x
Hughes, 2015, Advancing a framework for regulating cryptocurrency payments intermediaries, Yale J. Regulations, 32, 495
Katsiampa, 2017, Volatility estimation for Bitcoin: a comparison of GARCH models, Econ. Lett., 158, 3, 10.1016/j.econlet.2017.06.023
Lannet, 2014, Does output gap, labour's share or unemployment rate drive inflation?, Oxf. Bull. Econ. Stat., 76, 715, 10.1111/obes.12041
Meera, 2018, Cryptocurrencies from Islamic perspective: the case of Bitcoin, Bulletin Monetary Econom. Banking, 20, 377
Meese, 1988, Was it real? The exchange rate-interest rate differential relation over the modern floating-rate period, J. Financ., 43, 933, 10.1111/j.1540-6261.1988.tb02613.x
Muntasir, 2015, Cross border portfolio investment and the volatility of stock market index and Rupiah's rate, Bulletin Monetary Econom. Banking, 17, 403, 10.21098/bemp.v17i4.504
Narayan, 2013, Foreign exchange markets and oil price in Asia, J. Asian Econ., 28, 41, 10.1016/j.asieco.2013.06.003
Narayan, 2010, A new unit root test with two structural breaks in level and slope at unknown time, J. Appl. Stat., 37, 1425, 10.1080/02664760903039883
Narayan, 2013, Size and power properties of structural break unit root tests, Appl. Econ., 45, 721, 10.1080/00036846.2011.610752
Negurită, 2014, Bitcoin – Between lfgal and finanical performance, 6, 242
Peters, 2016, Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: an operational risk perspective, J. Banking Regulations, 17, 239, 10.1057/jbr.2015.10
Phillip, 2018, On long memory effects in the volatility measure of cryptocurrencies, Finance Res. Lett, 10.1016/j.frl.2018.04.003
Phillip, 2018, A new look at cryptocurrencies, Econ. Lett., 163
Roberts, 1995, New Keynesian economics and the Phillips curve, J. Money Credit Bank., 27, 975, 10.2307/2077783
Sbordone, 2002, Prices and unit labor costs: a new test of price stickiness, J. Monet. Econ., 49, 265, 10.1016/S0304-3932(01)00111-8
Sensoy, 2018, The inefficiency of Bitcoin revisited: a high-frequency analysis with alternative currencies, Finance Res. Lett, 10.1016/j.frl.2018.04.002