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Showing result 1 - 5 of 157 essays matching the above criteria.

  1. 1. Correlation and causality between the S&P 500 and Bitcoin: A comparative study before and during the COVID-19 pandemic

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Jalmar Andersson; Kevin Fankl; [2023-06-29]
    Keywords : S P 500; Bitcoin; Cryptocurrency; Pearson s correlation coefficient; Granger causality test; Covid-19; Stock market;

    Abstract : This undergraduate dissertation examines the correlation and causality between the S&P 500 and Bitcoin, both prior to and amidst the COVID-19 pandemic. The objective of this research is to offer novel perspectives on the interaction between these two financial instruments during the unprecedented economic instability triggered by the pandemic and to assess how their association has evolved throughout this time. READ MORE

  3. 2. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

    University essay from Göteborgs universitet/Graduate School

    Author : Johannes Marmdal; Adam Törnqvist; [2023-06-29]
    Keywords : Forecast; Volatility; Ether; GARCH; EWMA; SMA;

    Abstract : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. READ MORE

  4. 3. Blockchains and Smart Contracts for Cryptocurrency : An Analysis of Their Functionality and Performance

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Oussama Safi; Melik Atabeyli; [2023]
    Keywords : Smart Contracts; Blockchains; Cryptocurrency; Digital assets; Consensus mechanisms; Smarta Kontrakt; Blockkedjor; Kryptovaluta; Digitala tillgångar; Konsensus mekanismer;

    Abstract : Smart contracts are self-executing electronic contracts. Amongst its deployed applications in the digital world is providing a decentralized and transparent method for executing transactions of cryptocurrencies on blockchains. READ MORE

  5. 4. Unraveling Cryptocurrency Returns: Insights from Methodological Replication and Cross-Sectional Analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marc Gehring; [2023]
    Keywords : n a;

    Abstract : n/a.... READ MORE

  6. 5. Characterizing Bitcoin Use For Illicit Activities

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Hampus Rosenquist; [2023]
    Keywords : Bitcoin; illicit; characterization; bitcoin abuse; crypto; cryptocurrencies; cryptocurrency; Bitcoin; illegalt; illegal; olagligt; karaktärisering; bitcoinmissbruk; krypto; kryptovaluta; kryptovalutor;

    Abstract : Bitcoin's decentralized nature enables reasonably anonymous exchange of money outside of the authorities' control. This has led to Bitcoin being popular for various illegal activities, including scams, ransomware attacks, money laundering, black markets, etc. READ MORE