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Volatility and investor sentiment have been factors for the slow adoption rate of Bitcoin (BTC) that was first … purpose of this applied mathematics study will use a multivariate DCC GARCH model. Bitcoin holds its ground in volatility …. This study examines Bitcoin as an investment and hedge alternative to gold as well as the major stock index. To perform the …
Persistent link: https://www.econbiz.de/10012612471
cryptocurrency financial performance. People debate whether cryptocurrency is an investment opportunity, the new Dutch Tulip Bubble … useful to investors, regulators, and academic researchers regarding the cryptocurrency industry. …
Persistent link: https://www.econbiz.de/10014246302
market in the presence and absence of the COVID-19 pandemic. The nine chosen cryptocurrencies are Bitcoin, Ethereum, Ripple …). There is strong evidence of a long-run relationship between Bitcoin and altcoins irrespective of whether it is pre … consider Bitcoin and altcoins jointly as they give sustainability and resilience in the long run against the geopolitical risks …
Persistent link: https://www.econbiz.de/10012508728
cryptocurrencies, especially Bitcoin. Since the whole concept of cryptocurrencies is quite novel, an attempt has been made to briefly … explain the underlying blockchain technology that forms the bedrock of cryptocurrencies. In this study, we use secondary data …, i.e., the price history of Bitcoin from September 2014 to September 2021 for the last seven years, captured from trading …
Persistent link: https://www.econbiz.de/10012704673
This study examines the responses of Bitcoin and gold to categorical financial stress and compares the responses before … and during the COVID-19 pandemic. The OLS and Quantile regression estimations revealed that gold and Bitcoin exhibit … similar reactions in full and pre COVID-19 samples. Gold and Bitcoin respond positively to equity valuation and safe assets …
Persistent link: https://www.econbiz.de/10013364883
perspective, testing the explosiveness of individual cryptocurrency time series is not the only crucial issue. Investigating co …-explosivity in the cryptoassets, i.e., whether explosivity in one cryptocurrency leads to explosivity in other cryptocurrencies …
Persistent link: https://www.econbiz.de/10012204473
We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups …
Persistent link: https://www.econbiz.de/10012204335
There are numerous risks associated with mining and owning cryptocurrencies, and exploring and producing oil and natural gas are highly risky, costly, and controversial. A marriage of digital mining and exploring and producing oil and natural gas has reduced the major risks and costs for both...
Persistent link: https://www.econbiz.de/10013363009
. Cryptocurrency, such as Bitcoin, has become a new currency tool for speculators and investors, and it is expected to be used in … future exchanges. Therefore, this paper uses a Value at Risk (VaR) model to measure the risk of investment in Bitcoin. In …
Persistent link: https://www.econbiz.de/10012794186
This paper aimed to assess the effect of the cryptocurrency market on firms' market value, especially on the sectoral …) The cryptocurrency market hurts the firm market value in Africa. (b) The firms operating across different sectors respond … disproportionally to the cryptocurrency market. For instance, the sectors that offer low returns in Africa (industrial, energy …
Persistent link: https://www.econbiz.de/10013093159