
OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility
Christian Hafner
SSRN Electronic Journal (2018)
Open Access | Times Cited: 48
Christian Hafner
SSRN Electronic Journal (2018)
Open Access | Times Cited: 48
Showing 1-25 of 48 citing articles:
Regime changes in Bitcoin GARCH volatility dynamics
David Ardia, Keven Bluteau, Maxime Rüede
Finance research letters (2018) Vol. 29, pp. 266-271
Open Access | Times Cited: 245
David Ardia, Keven Bluteau, Maxime Rüede
Finance research letters (2018) Vol. 29, pp. 266-271
Open Access | Times Cited: 245
Bitcoin returns and risk: A general GARCH and GAS analysis
Victor Troster, Aviral Kumar Tiwari, Muhammad Shahbaz, et al.
Finance research letters (2018) Vol. 30, pp. 187-193
Closed Access | Times Cited: 128
Victor Troster, Aviral Kumar Tiwari, Muhammad Shahbaz, et al.
Finance research letters (2018) Vol. 30, pp. 187-193
Closed Access | Times Cited: 128
A systematic review of the bubble dynamics of cryptocurrency prices
Νikolaos Kyriazis, Stephanos Papadamou, Shaen Corbet
Research in International Business and Finance (2020) Vol. 54, pp. 101254-101254
Open Access | Times Cited: 126
Νikolaos Kyriazis, Stephanos Papadamou, Shaen Corbet
Research in International Business and Finance (2020) Vol. 54, pp. 101254-101254
Open Access | Times Cited: 126
Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models
Mohamed Fakhfekh, Ahmed Jeribi
Research in International Business and Finance (2019) Vol. 51, pp. 101075-101075
Closed Access | Times Cited: 90
Mohamed Fakhfekh, Ahmed Jeribi
Research in International Business and Finance (2019) Vol. 51, pp. 101075-101075
Closed Access | Times Cited: 90
Crypto price discovery through correlation networks
Paolo Giudici, Gloria Polinesi
Annals of Operations Research (2019) Vol. 299, Iss. 1-2, pp. 443-457
Closed Access | Times Cited: 85
Paolo Giudici, Gloria Polinesi
Annals of Operations Research (2019) Vol. 299, Iss. 1-2, pp. 443-457
Closed Access | Times Cited: 85
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave
Darko Vuković, Moinak Maiti, Zoran Grubišić, et al.
Sustainability (2021) Vol. 13, Iss. 15, pp. 8578-8578
Open Access | Times Cited: 62
Darko Vuković, Moinak Maiti, Zoran Grubišić, et al.
Sustainability (2021) Vol. 13, Iss. 15, pp. 8578-8578
Open Access | Times Cited: 62
Investor attention and cryptocurrency: Evidence from the Bitcoin market
Panpan Zhu, Xing Zhang, You Wu, et al.
PLoS ONE (2021) Vol. 16, Iss. 2, pp. e0246331-e0246331
Open Access | Times Cited: 56
Panpan Zhu, Xing Zhang, You Wu, et al.
PLoS ONE (2021) Vol. 16, Iss. 2, pp. e0246331-e0246331
Open Access | Times Cited: 56
VCRIX — A volatility index for crypto-currencies
Alisa Kim, Simon Trimborn, Wolfgang Karl Härdle
International Review of Financial Analysis (2021) Vol. 78, pp. 101915-101915
Open Access | Times Cited: 53
Alisa Kim, Simon Trimborn, Wolfgang Karl Härdle
International Review of Financial Analysis (2021) Vol. 78, pp. 101915-101915
Open Access | Times Cited: 53
Pricing Cryptocurrency Options
Ai Jun Hou, Ning Wang, Cathy Y. H. Chen, et al.
Enlighten: Publications (The University of Glasgow) (2020)
Open Access | Times Cited: 51
Ai Jun Hou, Ning Wang, Cathy Y. H. Chen, et al.
Enlighten: Publications (The University of Glasgow) (2020)
Open Access | Times Cited: 51
Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic
Ahmed Bouteska, Salma Mefteh‐Wali, Trung Thanh Dang
Technological Forecasting and Social Change (2022) Vol. 184, pp. 121999-121999
Closed Access | Times Cited: 35
Ahmed Bouteska, Salma Mefteh‐Wali, Trung Thanh Dang
Technological Forecasting and Social Change (2022) Vol. 184, pp. 121999-121999
Closed Access | Times Cited: 35
Cryptocurrency Volatility: A Review, Synthesis, and Research Agenda
Mohamed Shaker Ahmed, Ahmed El‐Masry, Aktham Maghyereh, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102472-102472
Closed Access | Times Cited: 7
Mohamed Shaker Ahmed, Ahmed El‐Masry, Aktham Maghyereh, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102472-102472
Closed Access | Times Cited: 7
Understanding Cryptocurrencies
Wolfgang Karl Härdle, Campbell R. Harvey, Raphael C. G. Reule
SSRN Electronic Journal (2019)
Open Access | Times Cited: 52
Wolfgang Karl Härdle, Campbell R. Harvey, Raphael C. G. Reule
SSRN Electronic Journal (2019)
Open Access | Times Cited: 52
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
Julián Andrada Félix, Adrian Fernández-Pérez, Simón Sosvilla‐Rivero
Journal of International Financial Markets Institutions and Money (2020) Vol. 67, pp. 101219-101219
Open Access | Times Cited: 44
Julián Andrada Félix, Adrian Fernández-Pérez, Simón Sosvilla‐Rivero
Journal of International Financial Markets Institutions and Money (2020) Vol. 67, pp. 101219-101219
Open Access | Times Cited: 44
Comovement and instability in cryptocurrency markets
Pierangelo De Pace, Jayant Rao
International Review of Economics & Finance (2022) Vol. 83, pp. 173-200
Closed Access | Times Cited: 19
Pierangelo De Pace, Jayant Rao
International Review of Economics & Finance (2022) Vol. 83, pp. 173-200
Closed Access | Times Cited: 19
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets
Seungho Lee, Nabil El Meslmani, Lorne N. Switzer
Research in International Business and Finance (2020) Vol. 53, pp. 101200-101200
Closed Access | Times Cited: 28
Seungho Lee, Nabil El Meslmani, Lorne N. Switzer
Research in International Business and Finance (2020) Vol. 53, pp. 101200-101200
Closed Access | Times Cited: 28
Sustainable Cryptocurrency Growth Impossible? Impact of Network Power Demand on Bitcoin Price
Pavel Baboshkin, Alexey Mikhaylov, Zaffar Ahmed Shaikh
Financial Journal (2022) Vol. 14, Iss. 3, pp. 116-130
Open Access | Times Cited: 16
Pavel Baboshkin, Alexey Mikhaylov, Zaffar Ahmed Shaikh
Financial Journal (2022) Vol. 14, Iss. 3, pp. 116-130
Open Access | Times Cited: 16
OUP accepted manuscript
Ai Jun Hou, Ning Wang, Cathy Y. H. Chen, et al.
Journal of Financial Econometrics (2020)
Open Access | Times Cited: 26
Ai Jun Hou, Ning Wang, Cathy Y. H. Chen, et al.
Journal of Financial Econometrics (2020)
Open Access | Times Cited: 26
Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework
Bin-xia Chen, Yan-Lin Sun
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102036-102036
Closed Access | Times Cited: 8
Bin-xia Chen, Yan-Lin Sun
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102036-102036
Closed Access | Times Cited: 8
VCRIX - A Volatility Index for Crypto-Currencies
Alisa Kim, Simon Trimborn, Wolfgang Karl Härdle
SSRN Electronic Journal (2019)
Open Access | Times Cited: 18
Alisa Kim, Simon Trimborn, Wolfgang Karl Härdle
SSRN Electronic Journal (2019)
Open Access | Times Cited: 18
Interest in cryptocurrencies predicts conditional correlation dynamics
Thomas Chuffart
Finance research letters (2021) Vol. 46, pp. 102239-102239
Open Access | Times Cited: 15
Thomas Chuffart
Finance research letters (2021) Vol. 46, pp. 102239-102239
Open Access | Times Cited: 15
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts
Junjie Hu, Weiyu Kuo, Wolfgang Karl Härdle
SSRN Electronic Journal (2019)
Open Access | Times Cited: 16
Junjie Hu, Weiyu Kuo, Wolfgang Karl Härdle
SSRN Electronic Journal (2019)
Open Access | Times Cited: 16
GARCH Generated Volatility Indices of Bitcoin and CRIX
Pierre Venter, Eben Maré
Journal of risk and financial management (2020) Vol. 13, Iss. 6, pp. 121-121
Open Access | Times Cited: 13
Pierre Venter, Eben Maré
Journal of risk and financial management (2020) Vol. 13, Iss. 6, pp. 121-121
Open Access | Times Cited: 13
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
Lajos Horváth, Lorenzo Trapani
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1300-1314
Open Access | Times Cited: 8
Lajos Horváth, Lorenzo Trapani
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1300-1314
Open Access | Times Cited: 8
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Nianling Wang, Zhusheng Lou
Economic Modelling (2023) Vol. 123, pp. 106287-106287
Closed Access | Times Cited: 4
Nianling Wang, Zhusheng Lou
Economic Modelling (2023) Vol. 123, pp. 106287-106287
Closed Access | Times Cited: 4
Rational bubbles: Too many to be true?
Tomás E. Caravello, Zacharias Psaradakis, Martín Solá
Journal of Economic Dynamics and Control (2023) Vol. 151, pp. 104666-104666
Closed Access | Times Cited: 4
Tomás E. Caravello, Zacharias Psaradakis, Martín Solá
Journal of Economic Dynamics and Control (2023) Vol. 151, pp. 104666-104666
Closed Access | Times Cited: 4