Flip the Coin: Heads, Tails or Cryptocurrencies?

Flip the Coin: Heads, Tails or Cryptocurrencies?

This paper analysis and compares the volatility of seven cryptocurrencies – Bitcoin, Dogecoin, Ethereum, BitcoinCash, Ripple, Stellar and Litecoin – to the volatility of seven centralized currencies – Yuan, Yen, Canadian Dollar, Brazilian Real, Swiss Franc, Euro and British Pound. We estimate GARCH...

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Bibliographic Details
Main Authors: António Portugal Duarte, Fátima Sol Murta, Nuno Baetas da Silva, Beatriz Rodrigues Vieira
Format: Article
Language:English
Published: Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2023-03-01
Series:Scientific Annals of Economics and Business
Subjects:
centralized currencies
cryptocurrencies
garch models
volatility.
Online Access:http://saeb.feaa.uaic.ro/index.php/saeb/article/view/2012
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