How Cryptocurrencies diversify macroeconomic risk: Investigating US macroeconomic impacts on cryptocurrency markets from a monetarism and credit creation perspective.

How Cryptocurrencies diversify macroeconomic risk: Investigating US macroeconomic impacts on cryptocurrency markets from a monetarism and credit creation perspective.

This paper studies the hedging capabilities of unsystematic risk that cryptocurrencies provide to a portfolio, using arch or garch time series analysis. My passion for blockchain innovation and the combination of finance and technology was my main driver for the development of the thesis. By follow...

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Bibliographic Details
Main Author: Afreh, Kwame
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2021
Online Access:https://eprints.nottingham.ac.uk/66330/

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