240 citations · 460 across the 5 of their papers we have counts for
4 papers · 1 filter
Multiscale characteristics of the emerging global cryptocurrency market
Marcin Wątorek, Stanisław Drożdż, Jarosław Kwapień +3
The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on wh…
Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market
Stanisław Drożdż, Ludovico Minati, Paweł Oświęcimka +2
Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 3…
Signatures of crypto-currency market decoupling from the Forex
Stanisław Drożdż, Ludovico Minati, Paweł Oświęcimka +2
Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mains…
Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017
Marcin Wątorek, Stanisław Drożdż, Paweł Oświȩcimka +1
Statistical and multiscaling characteristics of WTI Crude Oil prices expressed in US dollar in relation to the most traded currencies as well as to gold futures and to the E-mini S…