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Cryptocurrencies and Gold – Similarities and Differences
This article investigates similarities and differences between gold and four cryptocurrencies (Bitcoin, Ethereum, Bitcoin Cash and Litecoin). To do so, we estimate a system-GARCH-in-mean with respect to four determinants for the period starting 7/18/2014 at earliest until 7/12/2021. We find that,...
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| Published in: | MAGKS - Joint Discussion Paper Series in Economics (Band 28-2021) |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Philipps-Universität Marburg
2021
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| Subjects: | |
| Online Access: | PDF Full Text |
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MAGKS - Joint Discussion Paper Series in Economics