Volatility connectedness of major cryptocurrency: The role of geopolitical risk
This thesis aims to examine the relationship between geopolitical risk and volatility connectedness of five cryptocurrencies, namely Bitcoin (BTC), Ethereum (ETH), Ripple (XRP), Dogecoin (DOGE) and Cardano (ADA). Prices and trading volume data of these five cryptocurrencies are collected from Yahoo...
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| Format: | Final Year Project / Dissertation / Thesis |
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2023
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| Online Access: | http://eprints.utar.edu.my/5715/1/SIN_YI_FENG_1904308.pdf http://eprints.utar.edu.my/5715/ |
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