The determinants of bitcoin returns and volatility: A quantile regression approach

The peak of the global financial crisis gave rise to the popularity and growth of the cryptocurrency market, particularly the bitcoin market. The issue centering on the price predictability of bitcoin is crucial to global investors and policymakers. Therefore, the present research aims to investigat...

Full description

Saved in:
Bibliographic Details
Main Author: Afshan, Sahar
Format: Thesis
Language:English
English
Published: 2021
Subjects:
Online Access:https://etd.uum.edu.my/11109/1/s903052_01.pdf
https://etd.uum.edu.my/11109/2/s903052_02.pdf
https://etd.uum.edu.my/11109/
Tags: Add Tag
No Tags, Be the first to tag this record!