6
H index
5
i10 index
179
Citations
City University | 6 H index 5 i10 index 179 Citations RESEARCH PRODUCTION: 5 Articles 9 Papers RESEARCH ACTIVITY: 6 years (2015 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ptr350 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Trimborn. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 4 |
IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" | 3 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
---|---|
2023 | An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881. Full description at Econpapers || Download paper |
2023 | Does non-linear factorization of financial returns help build better and stabler portfolios?. (2022). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2204.02757. Full description at Econpapers || Download paper |
2023 | ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260. Full description at Econpapers || Download paper |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper |
2023 | On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752. Full description at Econpapers || Download paper |
2023 | Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158. Full description at Econpapers || Download paper |
2023 | Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets. (2023). Ugolini, Andrea ; Mensi, Walid ; Reboredo, Juan C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000661. Full description at Econpapers || Download paper |
2023 | Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551. Full description at Econpapers || Download paper |
2023 | What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549. Full description at Econpapers || Download paper |
2023 | Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200. Full description at Econpapers || Download paper |
2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper |
2023 | Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831. Full description at Econpapers || Download paper |
2023 | Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Chevallier, Julien ; Sanhaji, Bilel. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066. Full description at Econpapers || Download paper |
2023 | Hedging cryptocurrency options. (2023). Hardle, Wolfgang Karl ; Packham, Natalie ; Matic, Jovanka Lili. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-023-09194-6. Full description at Econpapers || Download paper |
2023 | Cryptocurrency Acceptance Model to Analyze Consumers’ Usage Intention: Evidence From Pakistan. (2023). Olh, Judit ; Popp, Jzsef ; Khaliq, Usama ; Chinove, Leslie. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231156360. Full description at Econpapers || Download paper |
2023 | Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm. (2023). Arroyo, Javier ; Lorenzo, Luis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00438-2. Full description at Econpapers || Download paper |
2023 | Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2020 | Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies In: Papers. [Full Text][Citation analysis] | paper | 17 |
2021 | Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies.(2021) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2020 | CRIX an index for cryptocurrencies In: Papers. [Full Text][Citation analysis] | paper | 85 |
2018 | CRIX an Index for cryptocurrencies.(2018) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | article | |
2020 | CRIX an Index for cryptocurrencies.(2020) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2021 | VCRIX — A volatility index for crypto-currencies In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2019 | VCRIX - a volatility index for crypto-currencies.(2019) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2020 | Lead Behaviour in Bitcoin Markets In: Risks. [Full Text][Citation analysis] | article | 3 |
2015 | CRIX or evaluating Blockchain based currencies In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2016 | CRIX or evaluating blockchain based currencies.(2016) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2016 | The Cross-Section of Crypto-Currencies as Financial Assets: An Overview In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2017 | Investing with cryptocurrencies - A liquidity constrained investment approach In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2020 | Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach*.(2020) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2018 | Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team