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Cited by 504

The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.

Negative bubbles and shocks in cryptocurrency markets

Open access
Fry, John, Cheah, Eng-Tuck·2016·International Review of Financial Analysis
DOI 10.1016/j.irfa.2016.02.008
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Abstract

In this paper we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. The derived models allow for a probabilistic and statistical formulation of econophysics models closely linked to mainstream financial models. Applications include monitoring the stability of financial systems and the subsequent policy implications. We emphasise the timeliness of our contribution with an application to the two largest cryptocurrency markets: Bitcoin and Ripple. Results shed new light on emerging debates over the nature of cryptocurrency markets and competition between rival digital currencies.

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Crossref · 10.1016/j.irfa.2016.02.008

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Metadata

Authors
Fry, J., & Cheah, E.-T.
Venue
International Review of Financial Analysis
Publisher
Elsevier BV
Published
2016-10
Volume
47
Pages
343-352
ISSN
1057-5219 (ISSN-L)
DOI
10.1016/j.irfa.2016.02.008
OpenAlex
W2278936033
Cited by
504
References
1
FWCI
85.12
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Negative bubbles and shocks in cryptocurrency markets. https://app.cochat.ai/papers/10.1016/j.irfa.2016.02.008
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Fry, J., & Cheah, E.-T. (2016). Negative bubbles and shocks in cryptocurrency markets. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2016.02.008

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.