Is Bitcoin a Relevant Predictor of Standard & Poor’s 500?

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ID: 171566
2019
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Abstract
The paper investigates whether Bitcoin is a good predictor of the Standard & Poor’s 500 Index. To answer this question we compare alternative models using a point and density forecast relying on Dynamic Model Averaging (DMA) and Dynamic Model Selection (DMS). According to our results, Bitcoin does not show any direct impact on the predictability of Standard & Poor’s 500 for the considered sample.
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muglia2019isjournal Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Muglia, Camilla;Santabarbara, Luca;Grassi, Stefano;
Journal journal of risk and financial management
Year 2019
DOI
DOI not found
URL
https://www.mdpi.com/1911-8074/12/2/93
Keywords
Medicine (General) Science economics as a science finance economic theory. demography computer engineering. computer hardware electronic computers. computer science risk in industry. risk management international relations

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