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TIME-SERIES ANALYSIS OF THE MOST COMMON CRYPTOCURRENCIES

Domagoj Sajter   ORCID icon orcid.org/0000-0001-5492-3570 ; J. J. Strossmayer University of Osijek, Faculty of Economics

Puni tekst: engleski, pdf (815 KB) str. 267-282 preuzimanja: 93* citiraj
APA 6th Edition
Sajter, D. (2019). TIME-SERIES ANALYSIS OF THE MOST COMMON CRYPTOCURRENCIES. Ekonomska misao i praksa, (1), 267-282. Preuzeto s https://hrcak.srce.hr/221035
MLA 8th Edition
Sajter, Domagoj. "TIME-SERIES ANALYSIS OF THE MOST COMMON CRYPTOCURRENCIES." Ekonomska misao i praksa, vol. , br. 1, 2019, str. 267-282. https://hrcak.srce.hr/221035. Citirano 21.10.2020.
Chicago 17th Edition
Sajter, Domagoj. "TIME-SERIES ANALYSIS OF THE MOST COMMON CRYPTOCURRENCIES." Ekonomska misao i praksa , br. 1 (2019): 267-282. https://hrcak.srce.hr/221035
Harvard
Sajter, D. (2019). 'TIME-SERIES ANALYSIS OF THE MOST COMMON CRYPTOCURRENCIES', Ekonomska misao i praksa, (1), str. 267-282. Preuzeto s: https://hrcak.srce.hr/221035 (Datum pristupa: 21.10.2020.)
Vancouver
Sajter D. TIME-SERIES ANALYSIS OF THE MOST COMMON CRYPTOCURRENCIES. Ekonomska misao i praksa [Internet]. 2019 [pristupljeno 21.10.2020.];(1):267-282. Dostupno na: https://hrcak.srce.hr/221035
IEEE
D. Sajter, "TIME-SERIES ANALYSIS OF THE MOST COMMON CRYPTOCURRENCIES", Ekonomska misao i praksa, vol., br. 1, str. 267-282, 2019. [Online]. Dostupno na: https://hrcak.srce.hr/221035. [Citirano: 21.10.2020.]

Sažetak
This paper aims to gain and improve understanding of the three most common cryptocurrencies (Bitcoin, Ethereum and Ripple) by applying standard econometric tools upon their time-series data. Cryptocurrencies’ returns are compared to six major stock indices: two American (S&P500 and Russell 2000), one European (Stoxx 600), one Japanese (Nikkei 225), one Chinese (Hong Kong Hang Seng) and a global index (S&P Global 1200). The findings indicate that observed cryptocurrencies could be regarded as a new asset class, a fully digital, sui-generis financial instruments, as they are not coherently connected to the stock market. However, allocating capital into cryptocurrencies remains in the domain of pure speculation due to their strong volatility.

Ključne riječi
blockchain; cryptocurrencies; time-series; financial markets

Hrčak ID: 221035

URI
https://hrcak.srce.hr/221035

Posjeta: 196 *