Risk and Return Characteristics of Cryptocurrencies: An Estimation of the Volatility Parameters
DOI:
https://doi.org/10.33516/maj.v56i11.45-49pKeywords:
No Keywords.Abstract
Crypto currency is a type of virtual or digital currency. The security of cryptocurrency is secured by cryptography, which makes it almost impossible to counterfeit or double-spend. The main objective of this article is to find out the correlation between Cryptocurrency Index and S&P500, Gold, BSE SENSEX.Downloads
Downloads
Published
How to Cite
Issue
Section
References
Arora, G. (2020). Cryptocurrency Regulatory Framework in Japan (https://etrst.com/wp-content/uploads/2020/11/Cryptocurrency-Regulatory-Framework-in-Japan-1.pdf).
Bouri E., e. a. (2018). Trading volume and the predictability of return and volatility in the cryptocurrency market.
Chudinovskikh M., S. V. (2019). Cryptocurrency regulation in the BRICS countries and the Eurasian Economic Union. BRICS law journal, 6(1).
Ciaian P., R. M. (2016). The economics of Bitcoin price formation. Appl Econ 48(19), 1799–1815.
Dyhrberg, A. (2016). Hedging capabilities of bitcoin. Is it the virtual gold? Financ Res Lett 16, 139–144.
Hileman, G. R. (2017). Global cryptocurrency benchmarking study. Cambridge Centre for Alternative Finance, 33, 33-113.
Lai, K. (2021). Quick poll: the impact of India’s crypto ban. International Financial Law Review.
Lee D., C. K. (2018). Cryptocurrency: A New Investment Opportunity?, Journal of Alternative Investments, Winter 2018, 20 (3) 16-40. (file:///C:/Users/user/Downloads/Cryptocurrency_A new-investment opportunity_Published.pdf)
Liang J., L. L. (2019). Towards an Understanding of Cryptocurrency: A Comparative Analysis of Cryptocurrency, Foreign Exchange, and Stock. 2019 IEEE International Conference on Intelligence and Security Informatics. Shenzen,China: IEEE.
Liu J., S. A. (2019). Volatility in the Cryptocurrency Market. Open Economies Review volume 30,, 779–811.
Mori T. (2016). Financial technology: Blockchain and securities settlement. Journal of Securities Operations & Custody, Volume, 8, Number 3, 208-227(20).
Nakamoto S. (2008). Bitcoin: A peer-to-peer electronic cash system. Decentralized Business Review, 21260.
Narayanan, A. e. (2016). Bitcoin and cryptocurrency technologies: A comprehensive introduction.
Noga, B. (2018). Traditional and modern forms of money: Euro and Bitcoin. Czech Journal of Social Sciences.
Sichinava, D. (2019). Cryptocurrency–A future medium of exchange.
Soni S., B. B. (2019). A Comprehensive survey on Blockchain: Working, security analysis, privacy threats and potential applications. 2019 2nd International Conference on Intelligent Computing, Instrumentation and Control Technologies (ICICICT). Kannur,India: IEEE.
Sonksen, C. (2021). Cryptocurrency Regulations in ASEAN, East Asia, & America: To Regulate or Not to Regulate. Wash. U. Global Stud. L. Rev., 20,, 171.
Steinmetz, F. M. (2021). Ownership, uses and perceptions of cryptocurrency.
Taskinsoy, J. (2019). Bitcoin and Turkey: A Good Match or a Perfect Storm?
Van Wijk, D. (2013). “What can be expected from the BitCoin.â€. Erasmus Universiteit Rotterdam.
Yadav, A. (2021). Cryptocurrency in India: To Ban or not to Ban. Aman Kumar Yadav,‘Cryptocurrency in India: To ban or not to ban’(The RMLNLU Law Review Blog, 2 March 2021).
Free Sample
Editorial Policy
