Volatility connectedness of major cryptocurrency: The role of geopolitical risk

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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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Bibliographic Details
Main Author:	Sin, Yi Feng
Format:	Final Year Project / Dissertation / Thesis
Published:	2023
Subjects:	HB Economic Theory
Online Access:	http://eprints.utar.edu.my/5715/ http://eprints.utar.edu.my/5715/1/SIN_YI_FENG_1904308.pdf

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