Macroeconomic variables’ impact on bitcoin price change

Matevosyan, Arman

dc.contributor.author	Matevosyan, Arman
dc.date.accessioned	2017-09-19T10:00:15Z
dc.date.available	2017-09-19T10:00:15Z
dc.date.created	2017
dc.date.issued	2017-09-19
dc.identifier.uri	https://dspace.aua.am/xmlui/handle/123456789/1455
dc.description.abstract	Bitcoin is the most popular digital currency nowadays. Despite the fact that it is intrinsically worthless, Bitcoin price is more than $1000. In order to create a model for predicting high price movements of Bitcoin, this paper analyses macroeconomic indicators influencing Bitcoin price change using the ARCH framework. Results suggest that the changes of Dow Jones, SSE indexes and also USD/Euro exchange rate can be used for prediction Bitcoin price change direction.	en_US
dc.language.iso	en_US	en_US
dc.subject	2017	en_US
dc.subject	AUA	en_US
dc.subject	American University of Armenia (AUA)	en_US
dc.subject	Bitcoin	en_US
dc.subject	Financial Indicators	en_US
dc.subject	Bitcoin price	en_US
dc.subject	Digital currency	en_US
dc.subject	Macroeconomics	en_US
dc.subject	Currency	en_US
dc.title	Macroeconomic variables’ impact on bitcoin price change	en_US
dc.type	Thesis	en_US