Comparing cryptocurrencies and gold - a system-GARCH-approach

This article investigates similarities and differences between gold and four cryptocurrencies (Bitcoin, Ethereum, Bitcoin Cash and Litecoin) with respect to four determinants. To do so, we estimate a system-GARCH-in-mean for the period starting 7/18/2014 at earliest until 7/12/2021. We find that, fi...

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Detalles Bibliográficos
Autor principal: Klose, Jens
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9533281/
http://dx.doi.org/10.1007/s40822-022-00218-4

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9533281/
http://dx.doi.org/10.1007/s40822-022-00218-4

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