Search results
- 1.0583790 - 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 - 2.0583789 - 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 - 3.0583788 - 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 - 4.0569560 - 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 - 5.0561401 - 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 - 6.0561400 - 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 - 7.0561398 - 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 - 8.0561397 - ÚTIA 2023 RIV US eng J - Journal Article
Krištoufek, Ladislav
Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets.
Finance Research Letters. Roč. 43, č. 1 (2021), č. článku 101991. ISSN 1544-6123. E-ISSN 1544-6131
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Crypto currencies * Crypto assets * Bitcoin * Stablecoins * Tether * Spillovers
OECD category: Economic Theory
Impact factor: 9.846, year: 2021
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/E/kristoufek-0561397.pdf https://www.sciencedirect.com/science/article/pii/S1544612321000726?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0334060 - 9.0561396 - ÚTIA 2023 RIV CN eng J - Journal Article
Shahzad, S. J. H. - Bouri, E. - Krištoufek, Ladislav - Saeed, T.
Impact of the COVID‐19 outbreak on the US equity sectors: Evidence from quantile return spillovers.
Financial Innovation. Roč. 7, č. 1 (2021), č. článku 14. E-ISSN 2199-4730
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Quantile return spillovers * US equity sector indices * COVID-19 outbreak * Granger causality * Global risk aversion
OECD category: Economic Theory
Impact factor: 6.793, year: 2021
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2022/E/kristoufek-0561396.pdf https://jfin-swufe.springeropen.com/articles/10.1186/s40854-021-00228-2
Permanent Link: https://hdl.handle.net/11104/0334059 - 10.0533623 - ÚTIA 2021 RIV CH eng J - Journal Article
Krištoufek, Ladislav
Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic.
Frontiers in Physics. Roč. 8, č. 7 (2020), č. článku 296. ISSN 2296-424X. E-ISSN 2296-424X
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Bitcoin * safe haven * extreme events * COVID-19 * coronavirus
OECD category: Economic Theory
Impact factor: 3.560, year: 2020
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2020/E/kristoufek-0533623.pdf https://www.frontiersin.org/articles/10.3389/fphy.2020.00296/full
Permanent Link: http://hdl.handle.net/11104/0312006