Can Bitcoin help money cross the border: International evidence
Tài liệu tham khảo
Abbas, 2020, Does macroeconomic uncertainty really matter in predicting stock market behavior? A comparative study on China and USA, China Finance Rev. Int., 10, 393, 10.1108/CFRI-06-2019-0077
Alnasaa, 2022, Crypto-assets, corruption, and capital controls: cross-country correlations, Econ. Lett., 10.1016/j.econlet.2022.110492
Baker, 2016, Measuring economic policy uncertainty, Q. J. Econ., 131, 1593, 10.1093/qje/qjw024
Böhme, 2015, Bitcoin: economics, technology, and governance, J. Econ. Perspect., 29, 213, 10.1257/jep.29.2.213
Bouri, 2017, On the hedge and safe haven properties of Bitcoin: is it really more than a diversifier?, Financ. Res. Lett., 20, 192, 10.1016/j.frl.2016.09.025
Bekaert, 2009, International stock return co-movements, J. Financ., 64, 2591, 10.1111/j.1540-6261.2009.01512.x
Chiang, 2021, Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets, China Finance Rev. Int., 11, 474, 10.1108/CFRI-08-2020-0115
Chinn, 2006, What matters for financial development? Capital controls, institutions, and interactions, J. Dev. Econ., 81, 163, 10.1016/j.jdeveco.2005.05.010
Demir, 2018, Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation, Finance Res. Lett., 26, 145, 10.1016/j.frl.2018.01.005
Demirer, 2018, Global risk aversion and emerging market return co-movements, Econ. Lett., 173, 118, 10.1016/j.econlet.2018.09.027
Dyhrberg, 2015, Bitcoin, Gold and The Dollar – A GARCH Volatility Analysis, Financ. Res. Lett., 16, 85, 10.1016/j.frl.2015.10.008
Engle, 2002, Dynamic conditional correlation—A simple class of multivariate GARCH models, J. Bus. Econom. Statist., 20, 339, 10.1198/073500102288618487
Fan, 2020, Spillover effects of capital controls on capital flows and financial risk contagion, J. Int. Money Finance., 105, 10.1016/j.jimonfin.2020.102189
Fan, 2021, Greening through finance?, J. Dev. Econ, 152, 10.1016/j.jdeveco.2021.102683
Foley, 2019, Sex, drugs, and Bitcoin: how much illegal activity is financed through cryptocurrencies?, Rev. Financ. Stud., 32, 1798, 10.1093/rfs/hhz015
Goetzmann, 2005, Long term global market correlations, J. Bus., 78, 1, 10.1086/426518
Goodell, 2021, Co-movement of COVID-19 and Bitcoin: evidence from wavelet coherence analysis, Financ. Res. Lett., 38, 10.1016/j.frl.2020.101625
Hossain, 2021, What do we know about cryptocurrency? Past, present, future, China Financ. Rev. Int., 11, 552, 10.1108/CFRI-03-2020-0026
Ju, 2016, Capital flight and Bitcoin regulation, Int. Rev. Financ., 16, 445, 10.1111/irfi.12072
Katsiampa, 2017, Volatility estimation for Bitcoin: a comparison of GARCH models, Econ. Lett., 158, 3, 10.1016/j.econlet.2017.06.023
Katsiaryna, S., 2016. Introducing a new broad-based index of financial development. IMF Working paper.
Kurka, 2019, Do cryptocurrencies and traditional asset classes influence each other?, Finance Res. Lett., 31, 38, 10.1016/j.frl.2019.04.018
Makarov, 2020, Trading and arbitrage in cryptocurrency markets, J. Financ. Econ., 135, 293, 10.1016/j.jfineco.2019.07.001
Mezghani, 2021, Impact of COVID-19 pandemic on risk transmission between googling investor's sentiment, the Chinese stock and bond markets, China Financ. Rev. Int., 11, 322, 10.1108/CFRI-08-2020-0120
Nakamoto, 2008, Bitcoin: a peer-to-peer electronic cash system, Decentralized Bus. Rev., 21260
Pieters, G.C., 2016. Bitcoin reveals unofficial exchange rates and detects capital controls. SSRN Working Paper.
Uzonwanne, 2021, Volatility and return spillovers between stock markets and cryptocurrencies, Q. Rev. Econ. Financ., 82, 30, 10.1016/j.qref.2021.06.018
Wang, 2019, When Bitcoin meets economic policy uncertainty (EPU): measuring risk spillover effect from EPU to Bitcoin, Financ. Res. Lett., 31
Yermack, 2015, Is Bitcoin a real currency? An economic appraisal, 31