Use this url to cite publication: https://cris.mruni.eu/cris/handle/007/48190
Effect of monetary policy decisions and announcements on the price of cryptocurrencies: An elastic-net with ARIMA residuals approach
Type of publication
Straipsnis Scopus duomenų bazėje / Article in Scopus database (S1b)
Author(s)
| Author | Affiliation | |
|---|---|---|
Pečiulis, Tomas | ||
Title
Effect of monetary policy decisions and announcements on the price of cryptocurrencies: An elastic-net with ARIMA residuals approach
Publisher
Warsaw : Walter de Gruyter GmbH
Date Issued
| Date | Volume | Issue |
|---|---|---|
2024 | 21 | 1 |
Extent
p. 77-92.
Is part of
Economics and culture.
Description
This is an open-access article licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0).
Field of Science
Abstract
This study analysed the three cryptocurrencies with the largest market capitalization: Bitcoin, Ether (cryptocurrency built upon the Ethereum project's blockchain technology), and Binance coin, which account for 60% of the total cryptocurrency market capitalization. The purpose of this research was to measure the impact of monetary policy on the price of these cryptocurrencies using an adjusted R squared.
Is Referenced by
Type of document
text::periodical::journal::contribution to journal::journal article::research article
ISSN (of the container)
2256-0173
SCOPUS
2-s2.0-85196557343
eLABa
200409097
Coverage Spatial
Lenkija / Poland (PL)
Language
Anglų / English (en)
Bibliographic Details
51
Date Reporting
2024
Creative Commons License
Access Rights
Atviroji prieiga / Open Access
File(s)
| Journal | Cite Score | SNIP | SJR | Year | Quartile |
|---|---|---|---|---|---|
Economics and Culture | 0.3 | 0.744 | 0 | 2023 | Q4 |