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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PDF Full TextCall Number: |
urn:nbn:de:hebis:04-es2024-07017 |
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Publication Date: |
2024-01-19 |
Downloads: |
7 (2025), 73 (2024) |
License: |
https://creativecommons.org/publicdomain/mark/1.0 |
Access URL: |
https://archiv.ub.uni-marburg.de/es/2024/0701 https://doi.org/10.17192/es2024.0701 |