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Price formation in the cryptocurrency market. A hypotheses driven econometric analysis of cryptocurrency price determina
- Editore:
Diplomica Verlag
- Collana:
- Alternative Investments22
- EAN:
9783961467389
- ISBN:
3961467382
- Pagine:
- 88
- Formato:
- Paperback
- Lingua:
- Tedesco
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Descrizione Price formation in the cryptocurrency market. A hypotheses driven econometric analysis of cryptocurrency price determina
Cryptocurrencies have become one of the hottest topics in finance in recent years. Despite their fascinating appeal to the general public, the understanding of the price formation process of blockchain-based cryptocurrencies is still limited. This thesis analyzes factors influencing the price of the five cryptocurrencies Bitcoin, Ethereum, Dash, Litecoin, and Monero in the time between January 2014 and July 2017. The developed hypotheses are based on economic theory and related fields to explain cryptocurrency prices. To test the hypotheses, a Granger Causality study by estimating vector autoregressive models, vector error correction models, and autoregressive distributed lag models is conducted.
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