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influenced by perceived usefulness and satisfaction. Furthermore, perceived risk, as a moderator, significantly moderates … continuance intention through satisfaction and satisfaction through confirmation. However, perceived risk was found to have an … insignificant moderating effect on the relationship between perceived usefulness and satisfaction as well as perceived usefulness …
Persistent link: https://www.econbiz.de/10014332796
Bitcoin is the most prominent example. We characterize their exchange rates versus the U.S. Dollar by fitting parametric … cryptocurrencies analysed. We find that for the most popular currencies, such as Bitcoin and Litecoin, the generalized hyperbolic …
Persistent link: https://www.econbiz.de/10011843290
This study investigates the performance of Bitcoin as a diversifier under different constraining portfolio optimization … evaluated by comparing the portfolios both with and without Bitcoin under frameworks ranging from equal-weighted, risk …-parity, and semi-constrained to unconstrained. This study suggests that Bitcoin, due to its exotic nature, unwavering appeal, and …
Persistent link: https://www.econbiz.de/10013200966
the risk-return trade-off in investors' portfolios. Overall, it is found that the inclusion of Bitcoin in portfolios with … conventional assets could significantly improve the risk-return trade-off of investors' decisions. Results on whether Bitcoin …
Persistent link: https://www.econbiz.de/10013200977
One of the notable features of bitcoin is its extreme volatility. The modeling and forecasting of bitcoin volatility … are crucial for bitcoin investors' decision-making analysis and risk management. However, most previous studies of bitcoin … volatility were founded on econometric models. Research on bitcoin volatility forecasting using machine learning algorithms is …
Persistent link: https://www.econbiz.de/10013201021
Since the inauguration of cryptocurrencies, Bitcoin has been under pressure from competing tokens. As Bitcoin is a … to Bitcoin, and comparison is made from a price perspective. It seems that Bitcoin is leading privacy coins in price …-term sustainability in their value; however, their price changes follow that of Bitcoin very closely. The role of privacy coins in the …
Persistent link: https://www.econbiz.de/10013201045
Bitcoin, as the first decentralized cryptocurrency, pioneers the cryptocurrency markets, both in terms of market … capitalization and scientific interest. In this paper, we performed a comprehensive bibliometric study of the Bitcoin … main research areas, types of published documents, most important platforms and sources of Bitcoin publications, highly …
Persistent link: https://www.econbiz.de/10013201111
NASDAQ daily return has the most similar density and co-dependence with Bitcoin daily return, generally, but after the COVID … from Bitcoin daily return. All asset distances have declined by 75% or more after the COVID-19 outbreak. We also find that … the highest similarity before the COVID-19 outbreak is between Bitcoin and Coal, Steel and Mining industries, and after …
Persistent link: https://www.econbiz.de/10013201124
, and bitcoin prices for the period 22 January 2020-3 August 2021. The study has employed wavelet coherency, the continuous … coronavirus (USCOVID-19) news and changes in the oil price. Green bonds, gold, and bitcoin have minimal connectedness with the …, very strong comovement was found between bitcoin and gold during the entire sample. The results of the present study offer …
Persistent link: https://www.econbiz.de/10013201147
The cryptocurrency market has experienced stunning growth, with market value exceeding USD 1.5 trillion. We use a DCC-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, and stablecoins. Our results demonstrate that...
Persistent link: https://www.econbiz.de/10013201177