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bibliography.bib
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%articles
@article{EY,
author = {Michael Mainelli and Mike Smith},
title = {Sharing ledgers for sharing economies:
an exploration of mutual distributed ledgers (aka blockchain technology)},
journal = {The Journal of Financial Perspectives: FinTech},
publisher = {EY Global Financial Services Institute},
volume = {3},
number = {3},
year = {2015}
}
@article{MERKLE,
author = {R.C. Merkle},
title = {Protocols for public key cryptosystems},
journal = {Proc. 1980 Symposium on
Security and Privacy},
publisher = {IEEE Computer Society},
year = {1980}
}
@article{VELDE,
author = {François R. Velde},
title = {Bitcoin: a primer},
journal = {Chicago fed letters no. 317},
publisher = {The Federal Reserve Bank of Chicago},
year = {2013}
}
@article{HANLEY,
author = {Brian P. Hanley},
title = {The false premises and promises of Bitcoin},
journal = {arXiv 1312 2048},
publisher = {Cornell University Library},
year = {2013}
}
@article{YERMACK,
author = {David Yermack},
title = {Is bitcoin a real currency? An economic appraisal},
publisher = {National Bureau of Economic Research},
number = {19747},
year = {2013}
}
@article{GLASER,
author = {Florian Glaser{,} Kai Zimmermann Martin Haferkorn{,} Moritz Christian Weber and Michael Siering},
title = {Bitcoin: Asset or currency Revealing users hiden intention},
publisher = {ECIS},
year = {2014}
}
@article{MOORE,
author = {Tyler Moore and Nicolas Christin},
title = {Beware the middleman empirical analysis of BitCoin exchange risk},
publisher = {Lecture Notes in Computer Science},
volume= {7859},
OPTpages ={pp 25-33},
year = {2013}
}
@article{BOHME,
author = {Böhme R.{,} Christin N.{,} Edelman B. and Moore M.},
title = {Bitcoin: economic, technology and governance},
year = {2015}
}
@article{PLASSARAS,
author = {Nicholas A. Plassaras},
title = {Regulating digital currencies bringing Bitcoin within the reach of the IMF},
publisher = {Chicago Journal of International Law},
volume = {14:1},
year = {2013}
}
@article{LUTHER,
author = {William J. Luther and
Lawrence H. White},
title = {Can Bitcoin become a major currency?},
journal = {GMU working paper in economics},
volume = {14-17},
year = {2014}
}
@article{LENNON,
author = {Daniel Folkinshteyn{,} Mark M Lennon and Tim Reilly },
title = {The Bitcoin mirage an oasis of financial remittance},
journal = {Journal of Strategic and International Studies},
year = {2015}
}
@article{WIJK,
author = {Dennis Van Wijk},
title = {What can be expected from the BitCoin?},
volume = {Working paper no 345986},
publisher = {Erasmus Rotterdam Universiteit},
year = {2013}
}
@article{TULLY,
author = {Edel Tully and Brian M. Lucey},
title = {A power GARCH examination of the gold market},
year = {2007}
}
@article{SATOSHI,
author = {Satoshi Nakamoto},
title = {Bitcoin: A Peer-to-Peer Electronic Cash System },
year = {2008},
howpublished ={\url{http://nakamotoinstitute.org/bitcoin/}}
}
@article{WOODS,
author = {Gavin Woods},
title = {ETHEREUM: A SECURE DECENTRALISED GENERALISED TRANSACTION LEDGER},
year = {2014},
howpublished ={\url{http://gavwood.com/paper.pdf}}
}
@article{BUTERIN,
author = {Vitalik Buterin},
title = {Ethereum: A Next-Generation Smart Contract and Decentralized Application Platform},
year = {2013},
howpublished ={\url{https://github.com/ethereum/wiki/wiki/White-Paper}}
}
@article{ADAM,
author = {Adam Back},
title = {Hashcash - A Denial of Service Counter-Measure},
publisher = {Tech Report}
year = {2002}
}
@article{RAYMOND,
author = {Eric Raymond},
title = {The Cathedral \& the Bazaar},
publisher = {O'Reilly Media},
year = {2001}
}
@article{CHAUM,
author = {Chaum David},
title = {Blind signatures for untraceable payments},
howpublished = {\url{http://www.hit.bme.hu/~buttyan/courses/BMEVIHIM219/2009/Chaum.BlindSigForPayment.1982.PDF}},
year = {2001}
}
@article{KNOTT,
author = {G.D. Knott},
title = {Hashing functions},
publisher = {The computer journal},
volume = {18},
year = {1972}
}
@article{BITFURY,
title = {Proof of Stake versus Proof of Work},
author = {BitFury Group},
url = {http://bitfury.com/content/5-white-papers-research/pos-vs-pow-1.0.2.pdf},
year = {1994}
}
@article{HAYES,
author = {Adam Hayes},
title = {A Cost of Production Model for Bitcoin},
publisher = {The New School for
Social Research},
year = {March 2015}
}
@article{SOCIAL,
author = {Martina Matta{,} Ilaria Lunesu and Michele Marchesi},
title = {Bitcoin Spread Prediction Using Social And Web Search Media},
publisher = {Università degli Studi di Cagliari},
year = {2015}
}
@article{SENTIMENT,
author = {Ifigeneia Georgoula{,} Demitrios Pournarakis{,} Christos Bilanakos{,} Dionisios N. Sotiropoulos and George M. Giaglis},
title = {Using Time-Series and Sentiment Analysis to detect the Determinants of Bitcoin Prices},
publisher = {Department of Management Science and Technology Athens University of Economics and Business},
year = {2015}
}
@article{REGRESSION,
author = {Andrew F. Hayes and Li Cai},
title = {Using heteroskedasticity-consistent standard
error estimators in OLS regression:
An introduction and software implementation},
publisher = {Behavior Research Methods},
year = {2007}
}
@article{GARCH,
author = {Engle R.},
title = {GARCH 101: The use of Arch/Garch models in applied econometrics},
publisher = {J. Econ. Perspectives},
year = {2001}
}
@article{DING,
author = {Ding{,} Z.{,} Granger{,} C.W.J.{,}Engle{,} R.F.},
title = {Long memory property of stock market returns and new model.},
publisher = {J. Empirical Finance},
year = {1993}
}
@article{BAUR,
author = {Baur{,} D.G.{,} Lucey{,} B.M},
title = {Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold},
publisher = {The Finan Rev},
year = {2010}
}
@article{CAPPIE,
author = {Capie F.{,} Mills{,} T.C{,} Wood{,} G.},
title = {Gold as a Hedge against the dollar},
publisher = {J. Int Financ. Mark, Inst. Money},
year = {2005}
}
@article{BOWERMAN,
author = {Bowerman{,} B.L. and O’Connell{,} R.T.},
title = {Linear statistical models: An applied approach (2nd edition)},
year = {1990}
}
@article{MYERS,
author = {Myers{,} R.},
title = {Classical and modern regression with applications (2nd edition)},
year = {1990}
}
@article{BUCHHOLZ,
author = {Buchholz M{,} Delaney J{,} Warren J{,} Parker J},
title = {Bits and bets{,} information{,} price volatility{,} and demand for BitCoin},
journal = {Economics 312},
year = {2012}
}
@article{KRISTOUFEK,
author = {Kristoufek L},
title = {BitCoin meets google trends and wikipedia: quantifying the relationship between phenomena of the internet era},
journal = {Sci Rep 3},
year = {2013}
}
@article{WIJK,
author = {Van Wijk D},
title = {What can be expected from the BitCoin?},
publisher = {Erasmus Rotterdam Universiteit},
year = {2013}
}
@article{CIAIAN,
author = {Pavel Ciaian{,} Miroslava Rajcaniova{,} d'Artis Kancs},
title = {The Economics of BitCoin Price Formation},
year = {2014}
}
%reports
@report{COINDESK,
author = {Coindesk},
title = {Understanding Ethereum},
year = {2016}
}
%livres
@book{MANKIW,
author = {Mankiw NG},
title = {Macroeconomics},
publisher = {Worth Publishers New York},
volume = {6},
year = {2007}
}
@book{HERLIN,
author = {Philippe Herlin},
title = {Apple{,} Bitcoin{,} Paypal{,} Google: La fin des banques?},
publisher = {Eyrolles},
year = {2015}
}
@book{SUROWIECKI,
author = {James Surowiecki},
title = {The Wisdom of Crowds},
publisher = {Doubleday; Anchor},
year = {2004}
}
@book{OXFORD,
author = {Oxford University},
title = {Oxford Dictionnary},
publisher = {Oxford University Press},
year = {2015}
}
@book{TAPSCOTT,
author = {Don Tapscott and Alex Tapscott},
title = {Blockchain Revolution},
publisher = {Portfolio Penguin},
year = {2016}
}
@book{NOIZAT,
author = {Pierre Noizat},
title = {Bitcoin: Mode d'emploi},
publisher = {Lulu Enterprises Incorporated},
year = {2015}
}
%conference
@conference{WILLIAMS,
author = {Williams MT},
title = {Virtual currencies Bitcoin risk},
publisher = {World bank conference},
year = {2014}
}
%unpublished
@unpublished{HAMMOUDEH,
author = {Hammoudeh and S. Yuan},
title = {Metal volatility in presence of oil and interest rate shocks},
year = {2008}
}
@unpublished{HAUDO2,
author = {Anne Haudo Dyhrberg},
title = {Bitcoin, gold and the dollar – A GARCH volatility analysis},
year = {2015}
}
@unpublished{SELGIN,
author = {Georges Selgin},
title = {Synthetic commodity money},
year = {2014}
}
@unpublished{HAYE,
author = {Adam Haye},
title = {What factors give cryptocurrencies their value: an empirical analysis},
year = {2015}
}
@unpublished{BOURI,
author = {Elie Bouri},
title = {On the hedge and safe haven properties of bitcoin: is it really more than a diversifier},
year = {2015}
}
@unpublished{SZABO,
author = {Nick Szabo},
title = {Smart Contracts},
url = {http://szabo.best.vwh.net/smart.contracts.html},
year = {1994}
}
@unpublished{CYPRIOTS,
title = {Agreement for a Financial Assistance to the Republic of Cyprus},
author = {Cypriot Ministry of Finance},
url = {http://www.mof.gov.cy/mof/mof.nsf/All/BB670607715A44D6C2257B3200368FE9/$file/agreemenfinancialassistance.pdf},
year = {2013}
}
%Miscellaneous
@unpublished{MAPOFCOINS,
title = {Extract of Mapofcoins 10/09/16},
note = {Available at \url{http://mapofcoins.com/bitcoin}},
}
@unpublished{ETHERCASTS,
title = {Extract of Ethercasts.com 11/05/16},
note = {Available at \url{http://dapps.ethercasts.com/}},
}
@unpublished{CRYPTOCOMPARE,
title = {Data from Cryptocompare.com},
note = {Available at \url{https://www.cryptocompare.com/}},
}
@unpublished{DUKASCOPY,
title = {Data from Dukascopy},
note = {Available at \url{https://www.dukascopy.com/swiss/english/marketwatch/historical/}}
}
@unpublished{DATABASE,
title = {Ethereum Thesis Database},
author = {Astrid Hugonin{,} Mathias Chicha},
note = {Available at \url{http://bit.ly/2fuRE3e}},
url = {http://bit.ly/2fuRE3e},
}
@unpublished{AUGUR,
title = {Augur Documentation},
author = {Augur.net},
note = {Available at \url{http://docs.augur.net/#overview}},
url = {http://docs.augur.net/#overview},
}
@unpublished{CASPER,
title = {Introducing Casper “the Friendly Ghost”},
author = {Vlad Zamfir},
note = {Available at \url{https://blog.ethereum.org/2015/08/01/introducing-casper-friendly-ghost/}},
year = {2015}
}
@unpublished{DAO,
title = {DECENTRALIZED AUTONOMOUS ORGANIZATION TO AUTOMATE GOVERNANCE},
author = {Christoph Jentzch},
note = {Available at \url{https://download.slock.it/public/DAO/WhitePaper.pdf}},
year = {2016}
}
@unpublished{HACKER,
title = {An Open Letter},
author = {Anonymous},
note = {Available at \url{http://pastebin.com/CcGUBgDG}},
year = {2016}
}
@unpublished{BIGCOIN,
author = {Feng Mai{,} Qing Bai{,} Zhe Shan{,} Xin (Shane) Wang and Roger H. L. Chiang },
title = {From Bitcoin to Big Coin: The Impact of Social Media on Bitcoin Performance},
year = {2016}
}
@unpublished{DAI,
author = {Wei Dai},
title = {B-Money},
note = {Available at \url{http://www.weidai.com/bmoney.txt}},
year = {1998}
}
@unpublished{PWC,
author = {PriceWaterhouseCoopers},
title = {What is blockchain?},
note = {Available at \url{http://www.pwc.com/us/en/financial-services/publications/viewpoints/assets/qa-what-is-blockchain.pdf}},
year = {2016}
}