3 citations · 7 across the 5 of their papers we have counts for
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q-fin.ST2021
Causal effect of regulated Bitcoin futures on volatility and volume
Fiammetta Menchetti, Fabrizio Cipollini, Fabrizia Mealli
In December 2017, two leading derivative exchanges, CBOE and CME, introduced the first regulated Bitcoin futures. Our aim is estimating their causal impact on Bitcoin volatility an…
econ.EM2021★ 3 cited
Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach
Fiammetta Menchetti, Fabrizio Cipollini, Fabrizia Mealli
The Rubin Causal Model (RCM) is a framework that allows to define the causal effect of an intervention as a contrast of potential outcomes. In recent years, several methods have be…