The relationship between Bitcoin returns, volatility and volume: asymmetric GARCH modeling

PurposeTo show that when volume of trades is taken into consideration, Bitcoin does not seem as volatile as it claimed. Further, to study the relationship between Bitcoin trading volume, volatility and returns, and the asymmetry in response to economic information for the period from July 2010 to No...

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Veröffentlicht in:	Journal of enterprise information management 2022-11, Vol.35 (6), p.1506-1521
Hauptverfasser:	Sapuric, Svetlana, Kokkinaki, Angelika, Georgiou, Ifigenia
Format:	Artikel
Sprache:	eng
Schlagworte:	American dollar Asymmetry Autoregressive models Currency Developing countries Digital currencies Foreign exchange rates Hedging Hypotheses LDCs Volatility
Online-Zugang:	Volltext
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