Κατεύθυνση Διαχείριση Κεφαλαίων και Κινδύνων
Library of the Faculty of Economics and of the Faculty of Business Administration

2021-08-30

2021

Tsagkaris Athanasios

Παναγιωτίδης Θεόδωρος
Καθηγητής Πανεπιστημίου Μακεδονίας & Επισκέπτης Καθηγητής, Τμήμα Οικονομικών Επιστημών, ΕΚΠΑ

«Το ψηφιακό νόμισμα Bitcoin. Η επίδραση των αγορών, των συναλλαγματικών ισοτιμιών & της έντασης αναζήτησης στις αποδόσεις του»

Greek

"The digital currency Bitcoin. The effect of markets, exchange rates & search intensity on its returns "

The aim of this dissertation is the theoretical and quantitative representation of the most well-known cryptocurrency in the financial literature, Bitcoin. The main purpose is to study how economics, countries and governments today and each person individually deal with this means of trading and to draw some conclusions about the problems caused and any future trends.
First, this paper provides a theoretical overview of the general concept of Bitcoin. In particular, it becomes clear how Bitcoin has grown at a dizzying pace (especially in recent years), its pros and cons, its future growth and the latent threats (SWOT analysis).
Next, the main purpose of this paper is to draw some conclusions about how and to what extent the digital currency Bitcoin is affected by various components of macroeconomic and financial growth, such as financial indicators (Dow Jones, Nasdaq, S & P500), exchange rates, the global uncertainty index and the performance of gold and oil & from the application of the GARCH model, we will study the volatility in the returns of Bitcoin and we will conclude which of the GARCH models has the best results.

Social, Political and Economic sciences

Cryptocurrencies,stock indices,effect,regression,GARCH templates

No

0

Yes

36

50

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https://pergamos.lib.uoa.gr/uoa/dl/object/2959932