Essays about: "Elias Atmander"

Found 1 essay containing the words Elias Atmander.

  1. 1. FEDERAL FUNDS RATE ON BITCOIN VOLATILITY : Using the symmetric GARCH and asymmetric EGARCH models

    University essay from Umeå universitet/Nationalekonomi

    Author : Elias Atmander; [2021]
    Keywords : ;

    Abstract : This thesis examines the volatility of Bitcoin during four years from 2014-04-01 until 2020-04-01. The main objective of the thesis was to answer the research question: “Is the return volatility of Bitcoin affected by interest rate change announcements by the FOMC?” and given Bitcoin’s decentralized characteristics, the hypothesis to this was that Bitcoin should not be affected by such changes. READ MORE