Effect of Monetary Policy Decisions and Announcements on the Price of Cryptocurrencies: An Elastic-Net With Arima Residuals Approach
In: Economics and Culture, Jg. 21 (2024), Heft 1, S. 77-92
Online
academicJournal
Zugriff:
This study analysed the three cryptocurrencies with the largest market capitalization: Bitcoin, Ether (cryptocurrency built upon the Ethereum project's blockchain technology), and Binance coin, which account for 60% of the total cryptocurrency market capitalization. The purpose of this research was to measure the impact of monetary policy on the price of these cryptocurrencies using an adjusted R squared.
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Effect of Monetary Policy Decisions and Announcements on the Price of Cryptocurrencies: An Elastic-Net With Arima Residuals Approach
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Autor/in / Beteiligte Person: | Tomas, Peciulis ; Asta, Vasiliauskaite |
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Zeitschrift: | Economics and Culture, Jg. 21 (2024), Heft 1, S. 77-92 |
Veröffentlichung: | Sciendo, 2024 |
Medientyp: | academicJournal |
ISSN: | 2256-0173 (print) |
DOI: | 10.2478/jec-2024-0006 |
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