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Browsing FACULTY OF BUSINESS ADMINISTRATION & ECONOMICS by Subject "Cryptocurrencies"

Browsing FACULTY OF BUSINESS ADMINISTRATION & ECONOMICS by Subject "Cryptocurrencies"

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  • Finianos, Roben Robert (Notre Dame University-Louaize, 2023-04)
    Purpose: The purpose of this research is to assess the factors that affect the intention to use cryptocurrency and the acceptance of this new technology as a financial tool in the Lebanese market. Design/methodology/approach: We will be using a structured survey to a sample of Lebanese citizens holding a university degree. The sample for the research will include at least 120 financially literate participants. we will be using a quantitative method based on the distribution of questionnaires and results will be analyzed on SPSS in order to study the relationship between variables. Findings: ...
  • Baz, Roland (Notre Dame University-Louaize, 2020-12)
    Purpose: This paper investigates the interconnectedness of the five largest cryptocurrencies in terms of market capitalization namely, Bitcoin, Ethereum, Ripple, Bitcoin Cash and Litecoin through a volatility spillover inspection. It also studies the hedging and/or safe haven capabilities of Ethereum, the second largest cryptocurrency in terms of market capitalization, against the main conventional currencies and the traditional assets in the United States and the European markets. Design/methodology/approach: In the first part of the research, univariate general autoregressive conditional ...
  • Haddad, Omar (Notre Dame University-Louaize, 2020-05)
    Purpose: The purpose of this thesis is to investigate and assess the predictive ability of the GARCH (1,1), IGARCH (1,1), EGARCH (1,1), GJR-GARCH (1,1), APARCH (1,1), TGARCH (1,1) and CGARCH (1,1) models in forecasting the volatilities of six major cryptocurrencies: Bitcoin, Ripple, Litecoin, Monero, Dash, Dogecoin and six world currencies: Euro, British Pound, Canadian Dollar, Australian Dollar, Swiss Franc and the Japanese Yen. The optimal volatility model selected for each virtual and hard currency is then integrated into the Volatility Update Historical Simulation approach to evaluate the ...

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