Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10012420185
Chapter 1 Cryptocurrencies as an Asset Class -- Chapter 2 Are virtual currencies virtuous? Ethical and Environmental Issues -- Chapter 3 Cryptocurrency Mining -- Chapter 4 Regulating Bitcoin: A Tax Case Study -- Chapter 5 Are Cryptocurrencies Truly Trustless? -- Chapter 6 Blockchain &...
Persistent link: https://www.econbiz.de/10012399181
In this paper, we explore the relationship across cryptocurrencies and a set of commodities by using a Markov-Switching-VAR model. The parametric form of the model allows us to compute the regime-dependent impulse response functions during high and low volatility episodes and then to quantify...
Persistent link: https://www.econbiz.de/10012395551
Persistent link: https://www.econbiz.de/10012114292
Persistent link: https://www.econbiz.de/10012490619
Persistent link: https://www.econbiz.de/10012805071
We apply wavelet method to daily data of COVID-19 world deaths and daily Bitcoin prices from 31th December 2019 to 29th April 2020. We find especially for the period post April 5 that levels of COVID-19 caused a rise in Bitcoin prices. We contribute both to the fast-growing body of work on the...
Persistent link: https://www.econbiz.de/10012834538
Persistent link: https://www.econbiz.de/10014472779
Persistent link: https://www.econbiz.de/10014473049
Literature suggests assets become more correlated during economic down- turns. The current COVID-19 crisis provides an unprecedented opportunity to investigate this considerably further. Further, whether cryptocurrencies provide a diversification for equities is still an unsettled issue....
Persistent link: https://www.econbiz.de/10012830573