Are cryptocurrencies affected by their asset class movements or news announcements?
This study analyses whether returns of top market capitalised cryptocurrencies are affected by their movements or major global macroeconomic news. Daily data are collected for the leading 10 cryptocurrencies from July 2017–December 2018. This study, (i) tests whether lagged variables can help predic...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Malaya
2019
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/28370/1/Are%20Cryptocurrencies%20Affected%20by%20Their%20Asset.pdf http://umpir.ump.edu.my/id/eprint/28370/ https://doi.org/10.22452/MJES.vol56no2.2 https://doi.org/10.22452/MJES.vol56no2.2 |
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