Do Design Features Explain the Volatility of Cryptocurrencies?

We analyze whether design features of cryptocurrencies affect their return volatility. We compile a sample of 58 cryptocurrencies, adopt the taxonomy of design features proposed by Eska et al. (2023), and estimate LASSO regressions. We find that older cryptocurrencies tend to be less volatile while those created for purposes other than being a means of payment and those developed by private for-profit entities are more volatile

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Year of publication:	[2023]
Authors:	Shi, Yanghua ; Eska, Fabian E. ; Theissen, Erik ; Uhrig-Homburg, Marliese
Publisher:	[S.l.] : SSRN
Subject:	Volatilität \| Volatility \| Virtuelle Währung \| Virtual currency

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Extent:	1 Online-Ressource (13 p)
Type of publication:	Book / Working Paper
Language:	English
Other identifiers:	10.2139/ssrn.4479538 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014353987