Cryptocurrencies, fiat money or gold standard: an empirical evidence from volatility structure analysis using news impact curve

This study investigates whether symmetric and asymmetric volatility effects are persisted in the daily return series of Bitcoin currency compared to the gold and fiat money system using GARCH family models. The symmetric analysis shows that the three monetary systems exhibit time-varying volatility...

Full description

Bibliographic Details
Main Authors: Othman, Anwar Hasan Abdullah, Syed Jaafar Alhabshi, Syed Musa, Haron, Razali
Format: Article
Language:English
English
Published: Inderscience Publishers 2019
Subjects:
Online Access:http://irep.iium.edu.my/72916/
http://irep.iium.edu.my/72916/
http://irep.iium.edu.my/72916/
http://irep.iium.edu.my/72916/1/72916_Cryptocurrencies%2C%20Fiat%20money%20or%20gold%20standard.pdf
http://irep.iium.edu.my/72916/7/72916-Cryptocurrencies%2C%20fiat%20money%20or%20gold%20standard%20an%20empirical%20evidence%20from%20volatility%20structure%20analysis-scopus.pdf

Similar Items