Price determinants and prediction of bitcoin and ethereum

Zhamharyan, Arman

dc.contributor.advisor	Barseghyan, Gayane
dc.contributor.author	Zhamharyan, Arman
dc.date.accessioned	2018-07-17T10:02:13Z
dc.date.available	2018-07-17T10:02:13Z
dc.date.created	2018
dc.date.issued	2018-07-17
dc.identifier.uri	https://dspace.aua.am/xmlui/handle/123456789/1556
dc.description	This is a BA thesis work submitted to the American University of Armenia, Manoogian Simone College of Business and Economics, by Arman Zhamharyan.	en_US
dc.description.abstract	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 to affect their price returns. The model used in the paper is an extension of the Autoregressive Conditional Heteroskedasticity model. The estimations show that the S&P, SSE, Nikkei, Cyber 15, gold and oil price returns are significant for the models, with some of these variables being common for both.	en_US
dc.language.iso	en_US	en_US
dc.subject	2018	en_US
dc.subject	AUA	en_US
dc.subject	Ethereum	en_US
dc.subject	American University of Armenia (AUA)	en_US
dc.subject	Bitcoin	en_US
dc.subject	Returns	en_US
dc.subject	GARCH	en_US
dc.subject	Predictions	en_US
dc.subject	Cryptocurrencies	en_US
dc.title	Price determinants and prediction of bitcoin and ethereum	en_US
dc.type	Thesis	en_US