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DP16958 Asset Pricing with and without Garbage: The Overlooked Triple-Hypothesis Problem 智库出版物
2022
作者:  George Korniotis;  Stefanos Delikouras
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Cross-section of expected returns  Epstein-zin preferences  Risk-free rate  Gmm  Consumption growth  
The fundamental drivers of cryptocurrency prices 智库出版物
2019
作者:  Siddharth Bhambhwani;  Stefanos Delikouras;  George Korniotis
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Cryptocurrencies  Digital currencies  Blockchain  
DP13724 Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns 智库出版物
2019
作者:  Siddharth Bhambhwani;  Stefanos Delikouras;  George Korniotis
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bitcoin  Ethereum  Litecoin  Dash  Hashrate  Network  Cointegration  Investor sentiment  Gmm estimation  
DP13724 Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns 智库出版物
2019
作者:  Siddharth Bhambhwani;  Stefanos Delikouras;  George Korniotis
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Hashrate  Network  Factor analysis  Gmm  Rolling estimation