Miglietti, Cynthia; Kubosova, Zdenka; Skulanova, Nicole - In: Studies in Economics and Finance 37 (2019) 2, pp. 229-242
Purpose: This paper aims to empirically investigate the volatility of Bitcoin, Litecoin and the Euro. Design/methodology/approach: The authors use quantitative methodologies to assess the annualized volatility of two cryptocurrencies and one international fiat currency. The exchange rate of the...