Gbadebo, Adedeji Daniel; Adekunle, Ahmed Oluwatobi; … - In: Cogent Business & Management 8 (2021) 1, pp. 1-21
This paper offers a plausible response to "what explains the sporadic volatility in the price of Bitcoin?" We hypothesized that market "fundamentals" and "information demands" are key drivers of Bitcoin's unpredictable price fluctuation. We adopt the transfer-function [Autoregressive Distributed...