Please use this identifier to cite or link to this item:
http://dspace.univ-temouchent.edu.dz/handle/123456789/3295| Title: | الأثر غير مباشر لكوفيد 19 على العملات الرقمية -دراسة قياسية لسلسة أسعار العملات خلال الفترة (2020-2022) |
| Authors: | جفال, زكرياء بن موفق, زهير الهادي بن طوير, نعيمة |
| Keywords: | Cryptocurrencies, Blockchain, Bitcoin, TGARCH model |
| Issue Date: | 2022 |
| Publisher: | University of Ain Temouchent |
| Abstract: | The current thesis aimed to examine the spillover effect of the Covid-19 pandemic on the cryptocurrencies returns. In order to achieve our empirical study, we used four cryptocurrencies which are Bitcoin, Litecoin, Ethereum and Dogecoin as a sample; and the T-GARCH model during the period of 01/01/2020 to 15/05/2022. The main finding concluded that the bad news has a large effect on the cryptocurrencies returns. |
| Description: | مذكرة مقدمة ضمن متطلبات نيل شهادة لماستر في العلوم المالية والمحاسبية |
| URI: | http://dspace.univ-temouchent.edu.dz/handle/123456789/3295 |
| Appears in Collections: | Sciences Financières et Comptabilitè |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| المذكرة (1)_compressed.pdf | 10,54 MB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.