This paper provides analysis of Loan Dollarization determinants in Armenia given the huge importance of this phenomenon and highly dollarized economy of the country. The OLS model is estimated using data of Armenia for the ...
In this paper, 4 models are fitted in EUR/USD, GBP/USD, and USD/JPY rates. First LSTM model is fitted to forecast the price at the next step and is compared with Wavelet-LSTM hybrid model. The results show that the hybrid ...
Initial Coin Offerings (ICOs), being unregulated fundraising means with lower transactional costs, attract large pool of small and big investors. This paper is aimed to give theoretical and technical background for this ...
After annexing the Crimea in March 2014, the international community imposed wide-ranging sanctions on the Russian Federation with the aim of changing Russia’s foreign policy. However, did not sit idly and responded by ...
I analyse the response of several developed, emerging, and frontier markets to Fed’s unconventional monetary policy announcements, by exercising an event study approach. Since the Fed’s QE policy has spilled over ...
This paper studies the two biggest cryptocurrencies by their market capitalization: Bitcoin and Ethereum. Following the common practice of the existing literature, I select certain macroeconomic variables that are likely ...
The forecast of stock market prices is very important information for investors who have the intention to invest in the stock market. There are forecast models designed to make predictions. In this paper, I propose different ...
A mathematical model is used to describe the behavior of an investment fund that promises more return than it actually can deliver, also known as a Ponzi scheme. The model uses the following parameters: nominal interest ...