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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9533281/ http://dx.doi.org/10.1007/s40822-022-00218-4 |