Investigating the Cryptocurrency Market and its Impact on Financial Institutions
The cryptocurrency market has seen lots of growth and attention over the last few years with many tipping digital coins to be the future of currency. Decentralising currency is a relatively new phenomenon which leaves individuals sceptical of how risky and volatile these cryptocurrencies are. This d...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2021
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| Online Access: | https://eprints.nottingham.ac.uk/66420/ |
| _version_ | 1848800327410647040 |
|---|---|
| author | Rangi, Simranraj Kaur |
| author_facet | Rangi, Simranraj Kaur |
| author_sort | Rangi, Simranraj Kaur |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | The cryptocurrency market has seen lots of growth and attention over the last few years with many tipping digital coins to be the future of currency. Decentralising currency is a relatively new phenomenon which leaves individuals sceptical of how risky and volatile these cryptocurrencies are. This dissertation aims to investigate the cryptocurrency market using the Prophet method and the GARCH model in R to explore the returns and volatilities of Bitcoin, Ethereum and Dogecoin. Additionally, the impacts of the cryptocurrency market on financial institutions will be explored. |
| first_indexed | 2025-11-14T20:49:48Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-66420 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:49:48Z |
| publishDate | 2021 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-664202023-04-25T09:08:14Z https://eprints.nottingham.ac.uk/66420/ Investigating the Cryptocurrency Market and its Impact on Financial Institutions Rangi, Simranraj Kaur The cryptocurrency market has seen lots of growth and attention over the last few years with many tipping digital coins to be the future of currency. Decentralising currency is a relatively new phenomenon which leaves individuals sceptical of how risky and volatile these cryptocurrencies are. This dissertation aims to investigate the cryptocurrency market using the Prophet method and the GARCH model in R to explore the returns and volatilities of Bitcoin, Ethereum and Dogecoin. Additionally, the impacts of the cryptocurrency market on financial institutions will be explored. 2021-09-09 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/66420/1/14307581_BUSI4020_2021.pdf Rangi, Simranraj Kaur (2021) Investigating the Cryptocurrency Market and its Impact on Financial Institutions. [Dissertation (University of Nottingham only)] |
| spellingShingle | Rangi, Simranraj Kaur Investigating the Cryptocurrency Market and its Impact on Financial Institutions |
| title | Investigating the Cryptocurrency Market and its Impact on Financial Institutions |
| title_full | Investigating the Cryptocurrency Market and its Impact on Financial Institutions |
| title_fullStr | Investigating the Cryptocurrency Market and its Impact on Financial Institutions |
| title_full_unstemmed | Investigating the Cryptocurrency Market and its Impact on Financial Institutions |
| title_short | Investigating the Cryptocurrency Market and its Impact on Financial Institutions |
| title_sort | investigating the cryptocurrency market and its impact on financial institutions |
| url | https://eprints.nottingham.ac.uk/66420/ |