000 01573nam a22001577a 4500
999 _c514850
_d514850
008 201225b ||||| |||| 00| 0 eng d
100 _aDhume, Pournima and Viegas, Maura.
_921857
245 _aPrice volatility of bitcoins in India - An empirical analysis of bitcoin prices
260 _aIASSI Quarterly: Contributions to Indian Social Science
300 _a39(2), Apr-Jun, 2020: p.317-332
520 _aCryptography 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 _aBitcoins, Cryptocurrency, Price, Volatility, Block chain technology, Grah, Tgarch.
_919829
773 _aIASSI Quarterly: Contributions to Indian Social Science
906 _aELECTRONIC MONEY TRANSFER - INDIA
942 _cAR