{"id":"https://openalex.org/W2810724309","doi":"https://doi.org/10.2478/saeb-2018-0013","title":"Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?","display_name":"Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2810724309","doi":"https://doi.org/10.2478/saeb-2018-0013","mag":"2810724309"},"language":"en","primary_location":{"id":"doi:10.2478/saeb-2018-0013","doi":"https://doi.org/10.2478/saeb-2018-0013","is_oa":true,"landing_page_url":"https://doi.org/10.2478/saeb-2018-0013","pdf_url":null,"source":{"id":"https://openalex.org/S2739380121","display_name":"Scientific Annals of Economics and Business","issn_l":"0379-7864","issn":["0379-7864","2068-8717","2501-1960","2501-3165"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","erih-plus","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310320322","host_organization_name":"De Gruyter Open","host_organization_lineage":["https://openalex.org/P4310320322","https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter Open","De Gruyter"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Scientific Annals of Economics and Business","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://doi.org/10.2478/saeb-2018-0013","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054770943","display_name":"Pedro Ba\u00e7\u00e3o","orcid":"https://orcid.org/0000-0002-3340-1068","observed_orcids":["https://orcid.org/0000-0002-3340-1068"]},"institutions":[{"id":"https://openalex.org/I76903346","display_name":"University of Coimbra","ror":"https://ror.org/04z8k9a98","country_code":"PT","type":"education","lineage":["https://openalex.org/I76903346"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Pedro Ba\u00e7\u00e3o","raw_affiliation_strings":["Centre for Business and Economics Research (CeBER), Grupo de Estudos Monet\u00e1rios e Financeiros (GEMF), Faculty of Economics, University of Coimbra, Portugal;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Business and Economics Research (CeBER), Grupo de Estudos Monet\u00e1rios e Financeiros (GEMF), Faculty of Economics, University of Coimbra, Portugal;","institution_ids":["https://openalex.org/I76903346"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038621171","display_name":"Ant\u00f3nio Portugal Duarte","orcid":"https://orcid.org/0000-0002-5388-0051","observed_orcids":["https://orcid.org/0000-0002-5388-0051"]},"institutions":[{"id":"https://openalex.org/I76903346","display_name":"University of Coimbra","ror":"https://ror.org/04z8k9a98","country_code":"PT","type":"education","lineage":["https://openalex.org/I76903346"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Ant\u00f3nio Portugal Duarte","raw_affiliation_strings":["Centre for Business and Economics Research (CeBER), Grupo de Estudos Monet\u00e1rios e Financeiros (GEMF), Faculty of Economics, University of Coimbra, Portugal;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Business and Economics Research (CeBER), Grupo de Estudos Monet\u00e1rios e Financeiros (GEMF), Faculty of Economics, University of Coimbra, Portugal;","institution_ids":["https://openalex.org/I76903346"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074923046","display_name":"H\u00e9lder Sebasti\u00e3o","orcid":"https://orcid.org/0000-0002-1743-6869","observed_orcids":["https://orcid.org/0000-0002-1743-6869"]},"institutions":[{"id":"https://openalex.org/I76903346","display_name":"University of Coimbra","ror":"https://ror.org/04z8k9a98","country_code":"PT","type":"education","lineage":["https://openalex.org/I76903346"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Helder Sebasti\u00e3o","raw_affiliation_strings":["Centre for Business and Economics Research (CeBER), Grupo de Estudos Monet\u00e1rios e Financeiros (GEMF), Faculty of Economics, University of Coimbra, Portugal;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Business and Economics Research (CeBER), Grupo de Estudos Monet\u00e1rios e Financeiros (GEMF), Faculty of Economics, University of Coimbra, Portugal;","institution_ids":["https://openalex.org/I76903346"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5073456156","display_name":"Srdjan Red\u017eepagi\u0107","orcid":"https://orcid.org/0000-0002-7385-9989","observed_orcids":["https://orcid.org/0000-0002-7385-9989"]},"institutions":[{"id":"https://openalex.org/I4387154757","display_name":"Universit\u00e9 Nice Sophia Antipolis","ror":"https://ror.org/02k9vew78","country_code":"FR","type":"education","lineage":["https://openalex.org/I201841394","https://openalex.org/I4387154757"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Srdjan Redzepagic","raw_affiliation_strings":["University Nice Sophia Antipolis, France;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University Nice Sophia Antipolis, France;","institution_ids":["https://openalex.org/I4387154757"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":6.5991,"has_fulltext":true,"cited_by_count":51,"citation_normalized_percentile":{"value":0.96752198,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":99},"biblio":{"volume":"65","issue":"2","first_page":"97","last_page":"117"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7554000020027161,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7554000020027161,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.2053000032901764,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.016699999570846558,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency-market","display_name":"cryptocurrency market","score":0.5759999752044678},{"id":"https://openalex.org/keywords/information-transfer","display_name":"information transmission","score":0.828000009059906},{"id":"https://openalex.org/keywords/bitcoin","display_name":"Bitcoin","score":0.9909999966621399},{"id":"https://openalex.org/keywords/litecoin","display_name":"Litecoin","score":0.902999997138977},{"id":"https://openalex.org/keywords/ripples","display_name":"ripples","score":0.9819999933242798},{"id":"https://openalex.org/keywords/ethereum","display_name":"Ethereum","score":0.9980000257492065},{"id":"https://openalex.org/keywords/bitcoin-cash","display_name":"Bitcoin Cash","score":0.9990000128746033},{"id":"https://openalex.org/keywords/feedback-effects","display_name":"feedback effects","score":0.6840000152587891},{"id":"https://openalex.org/keywords/contemporaneous-correlation","display_name":"contemporaneous correlation","score":0.7059999704360962},{"id":"https://openalex.org/keywords/lagged-effects","display_name":"lagged effects","score":0.6549999713897705},{"id":"https://openalex.org/keywords/market-overreaction","display_name":"market overreaction","score":0.4339999854564667}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.972182035446167},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6534005999565125},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6089745163917542},{"id":"https://openalex.org/C2983568541","wikidata":"https://www.wikidata.org/wiki/Q389772","display_name":"Information transmission","level":2,"score":0.5830918550491333},{"id":"https://openalex.org/C48220719","wikidata":"https://www.wikidata.org/wiki/Q10836209","display_name":"Digital currency","level":3,"score":0.5081946849822998},{"id":"https://openalex.org/C72279823","wikidata":"https://www.wikidata.org/wiki/Q1139726","display_name":"Impulse response","level":2,"score":0.5064011812210083},{"id":"https://openalex.org/C2778083465","wikidata":"https://www.wikidata.org/wiki/Q693464","display_name":"Cash","level":2,"score":0.4464190602302551},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.33208510279655457},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.32023727893829346},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2664448916912079},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16959410905838013},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.10885047912597656},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.1076669991016388},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0}],"mesh":[],"locations_count":9,"locations":[{"id":"doi:10.2478/saeb-2018-0013","doi":"https://doi.org/10.2478/saeb-2018-0013","is_oa":true,"landing_page_url":"https://doi.org/10.2478/saeb-2018-0013","pdf_url":null,"source":{"id":"https://openalex.org/S2739380121","display_name":"Scientific Annals of Economics and Business","issn_l":"0379-7864","issn":["0379-7864","2068-8717","2501-1960","2501-3165"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","erih-plus","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310320322","host_organization_name":"De Gruyter Open","host_organization_lineage":["https://openalex.org/P4310320322","https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter Open","De Gruyter"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Scientific Annals of Economics and Business","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:gmf:papers:2018-06","doi":null,"is_oa":false,"landing_page_url":"https://bee.fe.uc.pt/working-paper/pdf/159e5a1c68be4f1a9ee78009fbc41d6d/sextowp.pdf","pdf_url":"https://bee.fe.uc.pt/working-paper/pdf/159e5a1c68be4f1a9ee78009fbc41d6d/sextowp.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:estudogeral.uc.pt:10316/80472","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/10316/80472","pdf_url":"https://estudogeral.uc.pt/bitstream/10316/80472/1/sextowp.pdf","source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"working paper"},{"id":"pmh:oai:estudogeral.uc.pt:10316/84805","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/10316/84805","pdf_url":"https://estudogeral.uc.pt/bitstream/10316/84805/1/332-1024-4-PB.pdf","source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"journal article"},{"id":"mag:3122672630","doi":null,"is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:gmf:papers:2018-06","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:RePEc:aic:saebjn:v:65:y:2018:i:2:p:97-117:n:107","doi":null,"is_oa":false,"landing_page_url":"http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1090","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:d7ddb59944b54a868e4b9cdc68f17054","doi":null,"is_oa":true,"landing_page_url":"https://doaj.org/article/d7ddb59944b54a868e4b9cdc68f17054","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Scientific Annals of Economics and Business, Vol 65, Iss 2, Pp 97-117 (2018)","raw_type":"article"},{"id":"pmh:oai:estudogeral.sib.uc.pt:10316/80472","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10316/80472","pdf_url":null,"source":{"id":"https://openalex.org/S4306402070","display_name":"Estudo Geral (Universidad de Coimbra)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I76903346","host_organization_name":"University of Coimbra","host_organization_lineage":["https://openalex.org/I76903346"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/workingPaper"},{"id":"pmh:oai:estudogeral.sib.uc.pt:10316/84805","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10316/84805","pdf_url":null,"source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"http://purl.org/coar/resource_type/c_6501"}],"best_oa_location":{"id":"doi:10.2478/saeb-2018-0013","doi":"https://doi.org/10.2478/saeb-2018-0013","is_oa":true,"landing_page_url":"https://doi.org/10.2478/saeb-2018-0013","pdf_url":null,"source":{"id":"https://openalex.org/S2739380121","display_name":"Scientific Annals of Economics and Business","issn_l":"0379-7864","issn":["0379-7864","2068-8717","2501-1960","2501-3165"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","erih-plus","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310320322","host_organization_name":"De Gruyter Open","host_organization_lineage":["https://openalex.org/P4310320322","https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter Open","De Gruyter"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Scientific Annals of Economics and Business","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2810724309.pdf","grobid_xml":"https://content.openalex.org/works/W2810724309.grobid-xml"},"referenced_works_count":48,"referenced_works":["https://openalex.org/W179922057","https://openalex.org/W180494832","https://openalex.org/W1444567531","https://openalex.org/W1798106456","https://openalex.org/W1935291012","https://openalex.org/W1970842215","https://openalex.org/W1988699025","https://openalex.org/W2025371899","https://openalex.org/W2041854950","https://openalex.org/W2042442456","https://openalex.org/W2050815921","https://openalex.org/W2103647628","https://openalex.org/W2107083908","https://openalex.org/W2127716901","https://openalex.org/W2145501956","https://openalex.org/W2154505708","https://openalex.org/W2162338668","https://openalex.org/W2214897964","https://openalex.org/W2413088062","https://openalex.org/W2513607014","https://openalex.org/W2523675164","https://openalex.org/W2539680302","https://openalex.org/W2553854225","https://openalex.org/W2566249389","https://openalex.org/W2571894309","https://openalex.org/W2612382091","https://openalex.org/W2655997960","https://openalex.org/W2758991599","https://openalex.org/W2769638291","https://openalex.org/W2771495637","https://openalex.org/W2781419514","https://openalex.org/W2785114503","https://openalex.org/W2785317601","https://openalex.org/W2788328679","https://openalex.org/W2788790878","https://openalex.org/W2793906868","https://openalex.org/W2795679926","https://openalex.org/W2797079813","https://openalex.org/W2801463432","https://openalex.org/W2802608535","https://openalex.org/W2886706106","https://openalex.org/W3007374507","https://openalex.org/W3017978708","https://openalex.org/W3122255400","https://openalex.org/W3122302131","https://openalex.org/W3125996234","https://openalex.org/W3150402146","https://openalex.org/W4213032351"],"related_works":["https://openalex.org/W3091814007","https://openalex.org/W3201666140","https://openalex.org/W3210305463","https://openalex.org/W2941675756","https://openalex.org/W4225411493","https://openalex.org/W4402651790","https://openalex.org/W3039211678","https://openalex.org/W3080722761","https://openalex.org/W4255144983","https://openalex.org/W7220090897"],"abstract_inverted_index":{"This":[0,37],"paper":[1],"investigates":[2],"the":[3,7,26,44,55,116],"information":[4,50,60],"transmission":[5,61],"between":[6,52],"most":[8,58],"important":[9],"cryptocurrencies":[10,84],"-Bitcoin,":[11],"Litecoin,":[12],"Ripple,":[13],"Ethereum":[14],"and":[15,30,47,99],"Bitcoin":[16,119],"Cash.":[17],"We":[18],"use":[19],"a":[20,69,95],"VAR":[21],"modelling":[22],"approach,":[23],"upon":[24],"which":[25],"Geweke\u2019s":[27],"feedback":[28,79],"measures":[29],"generalized":[31,88],"impulse":[32],"response":[33],"functions":[34,90],"are":[35,76],"computed.":[36],"methodology":[38],"allows":[39],"us":[40],"to":[41,85,112,115,121],"fully":[42],"characterize":[43],"direction,":[45],"intensity":[46],"persistence":[48],"of":[49,59,106,118],"flows":[51],"cryptocurrencies.":[53],"At":[54],"availabledata":[56],"granularity,":[57],"is":[62,94,102],"contemporaneous,":[63],"that":[64,74,92,100],"is,":[65],"it":[66,72],"occurs":[67],"within":[68],"day.":[70],"However,":[71],"seems":[73],"there":[75,93,101],"some":[77],"lagged":[78,107],"effects,":[80],"mainly":[81],"from":[82],"other":[83],"Bitcoin.":[86],"The":[87,109],"impulse-response":[89],"confirm":[91],"strong":[96],"contemporaneous":[97,122],"correlation":[98],"not":[103],"much":[104],"evidence":[105],"effects.":[108],"exception":[110],"appears":[111],"be":[113],"related":[114],"overreaction":[117],"returns":[120],"shocks":[123]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":9},{"year":2021,"cited_by_count":9},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":5}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2018-07-10T00:00:00"}