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most citedSustainable Development Goals (SDGs): New Zealand Outlook with Central Bank Digital Currency and SDG 8 Realization on the Horizon

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econ.EM2024

Return and Volatility Forecasting Using On-Chain Flows in Cryptocurrency Markets

Yeguang Chi, Qionghua, Chu +1

We empirically examine the intraday return- and volatility-forecasting power of on-chain flow data for Bitcoin(BTC), Ethereum(ETH), and Tether(USDT). We find ETH net inflows to str…