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Table 4: Factor regressions and participation of institutional investors. Standard errors are in parentheses. A Notes: This figure shows the crypto factor and the aggregate effective risk aversion in crypto please click for source, estimated following Bekaert et al.
Both variables http://cryptoblog.tech/crypto-price-prediction/coinbest.html standardized. A Notes : This graph shows the day rolling correlations between the crypto timd equity factors blue and between the risk aversions of the marginal investors in each of the two asset classes orangewhere the risk aversions are calculated following Bekaert et al.
Table 5: Correlations regressions. Column 1 is our baseline specification. Column 2 tests whether the baseline results are determined tmie the construction of the crypto and equity factors.
Column 3 explores if the crypto factor is affected by other major monetary policies. Column 4 investigates the heterogeneous effects of the responses by crypto sub-classes.
Finally, column 5 tests whether US monetary policy affects the crypto factor via the risk-taking crupto as in Miranda-Agrippino and Rey, Data is from January to Marchwith gime crypto loko withdrawal time of column 4 which is from due to data availability. A Notes: This figure shows the crypto pop day impulse response functions crypto loko withdrawal time a one percentage point rise in the shadow Crypto loko withdrawal time when estimating VAR specification 1 see Table 6 for details.
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Volume 24h. Self-reported circulating supply. Total supply. Fully diluted market cap. Hedera Hashgraph: 0. Official links.