Similar Search Results

Bitcoin as an investment and hedge alternative : a DCC MGARCH model analysis

Rudolf, Karl Oton; El Zein, Samer Ajour; Jackman … - In: Risks : open access journal 9 (2021) 9, pp. 1-22

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

The accuracy of risk measurement models on bitcoin market during COVID-19 pandemic

Likitratchoaroen, Danai; Kronprasert, Nopadon; … - In: Risks : open access journal 9 (2021) 12, pp. 1-16

. 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

Bitcoin and altcoins price dependency : resilience and portfolio allocation in COVID-19 outbreak

Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra - In: Risks : open access journal 9 (2021) 4, pp. 1-13

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

Does cryptocurrency hurt African firms?

Sami, Mina; Abdallah, Wael - In: Risks : open access journal 10 (2022) 3, pp. 1-17

This paper aimed to assess the effect of the cryptocurrency market on firms' market value, especially on the sectoral level, in Africa. To reach the study's main goal, the authors adopted the Panel-Corrected Standard Errors (PCSEs) and Panel Double-Clustered Standard Errors (PDCSEs). Using...

Persistent link: https://www.econbiz.de/10013093159

A critical analysis of volatility surprise in bitcoin cryptocurrency and other financial assets

Doumenis, Yianni; Izadi, Javad Z. D.; Dhamdhere, Pradeep; … - In: Risks : open access journal 9 (2021) 11, pp. 1-15

cryptocurrencies, especially Bitcoin. Since the whole concept of cryptocurrencies is quite novel, an attempt has been made to briefly …, i.e., the price history of Bitcoin from September 2014 to September 2021 for the last seven years, captured from trading … exchanges. We predicted monthly returns of Bitcoin with that of Standard & Poor's 500 Index (S&P 500), gold, and Treasury Bonds …

Persistent link: https://www.econbiz.de/10012704673

Economic policy uncertainty and cryptocurrency market as a risk management avenue : a systematic review

Ul Haq, Inzamam; Maneengam, Apichit; Chupradit, Supat; … - In: Risks : open access journal 9 (2021) 9, pp. 1-24

Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk management avenue has got the attention of researchers. However, it is an immature asset class and requires gaps in current literature for future research directions. This...

Persistent link: https://www.econbiz.de/10012632009

Technical analysis on the Bitcoin market : trading opportunities or investors' pitfall?

Resta, Marina; Pagnottoni, Paolo; De Giuli, Maria Elena - In: Risks : open access journal 8 (2020) 2/44, pp. 1-15

In this paper we aimed to examine the profitability of technical trading rules in the Bitcoin market by using trend …-following and mean-reverting strategies. We applied our strategies on the Bitcoin price series sampled both at 5-min intervals and …

Persistent link: https://www.econbiz.de/10012292821

Rational versus irrational behavior of Indonesian cryptocurrency owners in making investment decision

Tjondro, Elisa; Hatane, Saarce Elsye; Widuri, Retnaningtyas - In: Risks : open access journal 11 (2023) 1, pp. 1-18

money on cryptocurrency investments. The subjective norms' influencers suggest that crypto owners not invest when the …

Persistent link: https://www.econbiz.de/10014233094

Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach

Hakim, Arief; Syuhada, Khreshna - In: Risks : open access journal 11 (2023) 2, pp. 1-45

Evidence that cryptocurrencies exhibit speculative bubble behavior is well documented. This evidence could trigger global financial instability leading to systemic risk. It is therefore crucial to quantify systemic risk and investigate its transmission mechanism across crypto markets and other...

Persistent link: https://www.econbiz.de/10014234393

Cryptocurrency risks, fraud cases, and financial performance

Kerr, David S.; Loveland, Karen Ann; Smith, Katherine Taken - In: Risks : open access journal 11 (2023) 3, pp. 1-15

In this study, we examine major cryptocurrencies, present notable fraud cases, describe fraud risks, and analyze cryptocurrency financial performance. People debate whether cryptocurrency is an investment opportunity, the new Dutch Tulip Bubble, or a giant Ponzi scheme. There have been a number...

Persistent link: https://www.econbiz.de/10014246302