What drives volatility in Bitcoin market?

Finance Research Letters(2022)

Cited 7|Views4
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Abstract
•We study the drivers of volatility in Bitcoin market.•We examine twenty-two potential determinants using a DMA approach.•Four factors are found as the most important drivers.•These are: Google trends, total circulation, consumer confidence and the S&P500 index.
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Key words
Bitcoin,Cryptocurrency markets,Volatility,Dynamic model averaging
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