| 000 -LEADER |
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| fixed length control field |
01573nam a22001577a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
201225b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Dhume, Pournima and Viegas, Maura. |
| 245 ## - TITLE STATEMENT |
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| Title |
Price volatility of bitcoins in India - An empirical analysis of bitcoin prices |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
IASSI Quarterly: Contributions to Indian Social Science |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
39(2), Apr-Jun, 2020: p.317-332 |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
Cryptography is a type of computer technology that is used for ensuring security, hiding information, and more. Bitcoins is the most recognized cryptocurrency. It is a person to person virtual currency which is used for online transactions. In this paper, an attempt has been made to analyses the price volatility of bitcoins. Further, a detailed content analysis has been presented in this paper. This study considers a study period of 8 and half years ranging from 19th June 2010 to 31st December 2018. Bitcoins prices were considered as variable to study the volatility of Bitcoins prices. Unit Root analysis is employed to check the Stationarity of the data series of bitcoins prices. ARCH Test, Volatility Clustering, ARCH, GARCH, TARCH and EGARCH have been used to analyze the price volatility. It was found that good news has more effect on the volatility of Bitcoins price returns than the bad news. - Reproduced |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Bitcoins, Cryptocurrency, Price, Volatility, Block chain technology, Grah, Tgarch. |
| 9 (RLIN) |
19829 |
| 773 ## - HOST ITEM ENTRY |
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| Main entry heading |
IASSI Quarterly: Contributions to Indian Social Science |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
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| Subject DIP |
ELECTRONIC MONEY TRANSFER - INDIA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Item type |
Articles |
