Search results
- 1.0583793 - ÚTIA 2024 RIV US eng J - Journal Article
Bouri, E. - Shahzad, S. J. H. - Krištoufek, Ladislav
Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation.
Financial Innovation. Roč. 9, č. 1 (2023), č. článku 119. E-ISSN 2199-4730
Institutional support: RVO:67985556
Keywords : Bitcoin * high-frequency data * cryptocurrencies
OECD category: Finance
Impact factor: 8.4, year: 2022
Method of publishing: Open access
https://jfin-swufe.springeropen.com/articles/10.1186/s40854-023-00560-9#article-info http://library.utia.cas.cz/separaty/2024/E/kristoufek-0583793.pdf
Permanent Link: https://hdl.handle.net/11104/0352153 - 2.0583790 - ÚTIA 2024 RIV US eng J - Journal Article
Krištoufek, Ladislav
Will Bitcoin ever become less volatile?
Finance Research Letters. Roč. 51, č. 1 (2023), č. článku 103353. ISSN 1544-6123. E-ISSN 1544-6131
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Cryptocurrencies * Cryptoassets * Bitcoin * Volatility * Store of value
OECD category: Finance
Impact factor: 10.4, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2024/E/kristoufek-0583790.pdf https://www.sciencedirect.com/science/article/pii/S1544612322005311?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0352150 - 3.0583789 - ÚTIA 2024 RIV US eng J - Journal Article
Krištoufek, Ladislav - Bouri, E.
Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges.
Finance Research Letters. Roč. 51, č. 1 (2023), č. článku 103332. ISSN 1544-6123. E-ISSN 1544-6131
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Cryptocurrencies * Cryptoassets * Bitcoin * Arbitrage * Exchanges
OECD category: Finance
Impact factor: 10.4, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2024/E/kristoufek-0583789.pdf https://www.sciencedirect.com/science/article/pii/S1544612322005116?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0352123 - 4.0583788 - ÚTIA 2024 RIV US eng J - Journal Article
Nedvěd, M. - Krištoufek, Ladislav
Safe havens for Bitcoin.
Finance Research Letters. Roč. 51, č. 1 (2023), č. článku 103436. ISSN 1544-6123. E-ISSN 1544-6131
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Cryptoassets * Bitcoin * Safe haven * Gold
OECD category: Finance
Impact factor: 10.4, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2024/E/kristoufek-0583788.pdf https://www.sciencedirect.com/science/article/pii/S1544612322006134?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0352121 - 5.0583786 - ÚTIA 2024 RIV NL eng J - Journal Article
Inacio Jr., C. M. C. - Krištoufek, Ladislav - David, S. A.
Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis.
Physica. A : Statistical Mechanics and its Applications. Roč. 626, č. 1 (2023), č. článku 129084. ISSN 0378-4371. E-ISSN 1873-2119
Institutional support: RVO:67985556
Keywords : Crude oil * Commodities * Price dynamics * Russia–Ukraine conflict * Covid-19
OECD category: Finance
Impact factor: 3.3, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2024/E/kristoufek-0583786.pdf https://www.sciencedirect.com/science/article/pii/S0378437123006398?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0352120 - 6.0569560 - ÚTIA 2024 RIV US eng J - Journal Article
Kukačka, Jiří - Krištoufek, Ladislav
Fundamental and speculative components of the cryptocurrency pricing dynamics.
Financial Innovation. Roč. 9, č. 1 (2023), č. článku 61. E-ISSN 2199-4730
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Cryptocurrency * Crash * Bitcoin * Cusp catastrophe model
OECD category: Applied Economics, Econometrics
Impact factor: 8.4, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2023/E/kukacka-0569560.pdf https://jfin-swufe.springeropen.com/articles/10.1186/s40854-023-00465-7
Permanent Link: https://hdl.handle.net/11104/0340959 - 7.0561401 - ÚTIA 2025 RIV US eng J - Journal Article
Bouri, E. - Krištoufek, Ladislav - Ahmad, T. - Shahzad, S. J. H.
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies.
Annals of Operations Research. Roč. 334, 1-3 (2024), s. 547-573. ISSN 0254-5330. E-ISSN 1572-9338
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Microstructure noise * Idiosyncratic volatility * Expected returns * Bitcoin * Cryptocurrencies
OECD category: Finance
Impact factor: 4.8, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2024/E/kristoufek-0561401.pdf
Permanent Link: https://hdl.handle.net/11104/0353332 - 8.0561400 - ÚTIA 2023 RIV CH eng J - Journal Article
Krištoufek, Ladislav
On the role of stablecoins in cryptoasset pricing dynamics.
Financial Innovation. Roč. 8, č. 1 (2022), č. článku 37. E-ISSN 2199-4730
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Cryptocurrencies * Cryptoassets * Bitcoin * Stablecoins * Tether
OECD category: Economic Theory
Impact factor: 8.4, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/E/kristoufek-0561400.pdf https://jfin-swufe.springeropen.com/articles/10.1186/s40854-022-00343-8
Permanent Link: https://hdl.handle.net/11104/0334650 - 9.0561399 - ÚTIA 2023 RIV NL eng J - Journal Article
Kumar, A. - Iqbal, N. - Mitra, S. K. - Krištoufek, Ladislav - Bouri, E.
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY. Roč. 71, č. 1 (2022), č. článku 101523. ISSN 1042-4431. E-ISSN 1873-0612
Institutional support: RVO:67985556
Keywords : Bitcoin * Cryptocurrencies * Returns and volatility spillovers * Time and frequency connectedness * COVID-19 outbreak
OECD category: Economic Theory
Impact factor: 4, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/E/kristoufek-0561399.pdf https://www.sciencedirect.com/science/article/pii/S1042443122000166?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0334065 - 10.0561398 - ÚTIA 2023 RIV NL eng J - Journal Article
Assaf, A. - Krištoufek, Ladislav - Demir, E. - Mitra, S. M.
Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY. Roč. 71, č. 1 (2021), č. článku 101312. ISSN 1042-4431. E-ISSN 1873-0612
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Art markets * Efficient index * Generalized spectral measure * Hurst exponent * Approximate entropy
OECD category: Economic Theory
Impact factor: 4.217, year: 2021
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/E/kristoufek-0561398.pdf https://www.sciencedirect.com/science/article/pii/S1042443121000317?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0334062