• A New Economic Framework: A DSGE Model with Cryptocurrency 

      Asimakopoulos, Stylianos; Lorusso, Marco; Ravazzolo, Francesco (CAMP Working Paper Series;07/2019, Working paper, 2019-10-12)
      This paper develops a Dynamic Stochastic General Equilibrium (DSGE) model to evaluate the economic repercussions of cryptocurrency. We assume that cryptocurrency offers an alternative currency option to government currency ...
    • Forecasting Cryptocurrencies Financial Time Series 

      Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco (CAMP Working Paper Series;5, Working paper, 2018-03)
      This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, ...