Effect of Monetary Policy Decisions and Announcements on the Price of Cryptocurrencies: An Elastic-Net With Arima Residuals Approach

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...

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Автори: Peciulis Tomas, Vasiliauskaite Asta
Формат: Стаття
Мова:English
Опубліковано: Sciendo 2024-06-01
Серія:Economics and Culture
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Онлайн доступ:https://doi.org/10.2478/jec-2024-0006