Price volatility of bitcoins in India - An empirical analysis of bitcoin prices
By: Dhume, Pournima and Viegas, Maura
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Material type: 
BookPublisher: IASSI Quarterly: Contributions to Indian Social Science Description: 39(2), Apr-Jun, 2020: p.317-332.Subject(s): Bitcoins, Cryptocurrency, Price, Volatility, Block chain technology, Grah, Tgarch
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IASSI Quarterly: Contributions to Indian Social ScienceSummary: 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
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Articles
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Indian Institute of Public Administration | 39(2), Apr-Jun, 2020: p.317-332 | Available | AR123737 |
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
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