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Datestamping the Bitcoin and Ethereum bubbles

Corbet, Shaen ORCID: 0000-0001-7430-7417, Lucey, Brian ORCID: 0000-0002-4052-8235 and Yarovaya, Larisa ORCID: 0000-0002-9638-2917 (2017) Datestamping the Bitcoin and Ethereum bubbles. Finance Research Letters, 26 . pp. 81-88. ISSN 544-6123

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Abstract

We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocurrencies using the Phillips et al. [2011] methodology. In contrast to previous papers, we examine the fundamental drivers of the price. Having derived ratios that are economically and computationally sensible, we use these variables to detect and datestamp bubbles. Our conclusion is that there are periods of clear bubble behaviour, with Bitcoin now almost certainly in a bubble phase.

Item Type:Article (Published)
Refereed:Yes
Uncontrolled Keywords:Cryptocurrencies; Digital Assets; Bitcoin; Ethereum; bubbles
Subjects:?? BG ??
DCU Faculties and Centres:?? groups1 ??
Publisher:Elsevier
Official URL:http://dx.doi.org/10.1016/j.frl.2017.12.006
Copyright Information:© 2017 Elsevier. CC BY-NC-ND
ID Code:25043
Deposited On:01 Oct 2020 11:48 by INVALID USER. Last Modified 14 Dec 2020 04:30

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