Investigating the Cryptocurrency Market and its Impact on Financial Institutions

Rangi, Simranraj Kaur (2021) Investigating the Cryptocurrency Market and its Impact on Financial Institutions. [Dissertation (University of Nottingham only)]

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Abstract

The cryptocurrency market has seen lots of growth and attention over the last few years with many tipping digital coins to be the future of currency. Decentralising currency is a relatively new phenomenon which leaves individuals sceptical of how risky and volatile these cryptocurrencies are. This dissertation aims to investigate the cryptocurrency market using the Prophet method and the GARCH model in R to explore the returns and volatilities of Bitcoin, Ethereum and Dogecoin. Additionally, the impacts of the cryptocurrency market on financial institutions will be explored.

Item Type: Dissertation (University of Nottingham only)
Depositing User: Rangi, Simranraj
Date Deposited: 25 Apr 2023 09:08
Last Modified: 25 Apr 2023 09:08
URI: https://eprints.nottingham.ac.uk/id/eprint/66420

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