Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models

The COVID-19 pandemic has had a profound effect on the global economy and financial markets, including a significant impact on the cryptocurrency markets. This study analyzes the impact of the COVID-19 process on bitcoin price movements. The study examines the daily price data of bitcoin between 01/...

Full description

Saved in:
Bibliographic Details
Main Authors: Vildan Bayram, Ulaş Ünlü
Format: Article
Language:English
Published: Ekonomi ve Finansal Araştırmalar Derneği 2024-12-01
Series:Ekonomi, Politika & Finans Araştırmaları Dergisi
Subjects:
Online Access:https://dergipark.org.tr/tr/download/article-file/4380054
Tags: Add Tag
No Tags, Be the first to tag this record!