The effect of gold, dollar and Composite Stock Price Index on cryptocurrency
نویسندگان
چکیده
This paper aims to analyze cryptocurrency volatility by examining the effect of Gold, Dollar Index, and Composite Stock Price Index (IHSG) as independent variables on Bitcoin Ethereum dependent variables. The objects in this study are Ethereum, which have largest market capitalization. data used period January 1, 2018, December 31, 2021. GARCH analysis. study's results indicate that Bitcoin's is influenced price itself, gold, stock exchange index, index influence Ethereum. shows inefficient prices also affected past prices.
منابع مشابه
The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index
This paper used different copula-based GARCH models (Copula-GARCH model and Copula-GJR-GARCH model) to analyze the dependence structure among gold price, stock price index of gold mining companies and Shanghai Composite Index in China. The empirical results found that the suitable margins were skew-t distribution, and the GJR-GARCH marginal distribution had better explanatory ability than the G...
متن کاملthe effect of explicit teaching of metacognitive vocabulary learning strategies on recall and retention of idioms
چکیده ندارد.
15 صفحه اولInvestigating the Effect of Business Strategy and Stock Price Synchronicity on Stock Price Crash Risk
Stock price crash risk has a significant impact on investors, creditors, managers, and shareholders, so the prediction of this phenomenon is a very important issue in investment and risk management decisions. This research investigates the effect of business strategy and stock price synchronicity on stock price crash risk. Following Bentley et al.[2], composite strategy score has been used to ...
متن کاملThe Effect of Asymmetric Fluctuations of Exchange Rate and Oil Price on Stock Index of Tehran Stock Exchange
The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...
متن کاملthe effect of task complexity on lexical complexity and grammatical accuracy of efl learners’ argumentative writing
بر اساس فرضیه شناخت رابینسون (2001 و 2003 و 2005) و مدل ظرفیت توجه محدود اسکهان (1998)، این تحقیق تاثیر پیچیدگی تکلیف را بر پیچیدگی واژگان و صحت گرامری نوشتار مباحثه ای 60 نفر از دانشجویان زبان انگلیسی بررسی کرد. میزان پیچیدگی تکلیف از طریق فاکتورهای پراکندگی-منابع تعیین شد. همه ی شرکت کنندگان به صورت نیمه تصادفی به یکی از سه گروه: (1) گروه موضوع، (2) گروه موضوع + اندیشه و (3) گروه موضوع + اندی...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Research In Business and Social Science
سال: 2023
ISSN: ['2147-4478']
DOI: https://doi.org/10.20525/ijrbs.v12i3.2561