Sökning: "Domenico Roberto Curciarello"

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  1. 1. Title: Does Bitcoin hedge inflation risk? A multivariate time series analysis

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Domenico Roberto Curciarello; [2022-06-29]
    Nyckelord :Bitcoin; 5 years– 5 years forward inflation expectation rate; VAR; VARX; Granger causality; Impulse response function; Forecast error variance decomposition;

    Sammanfattning : This thesis investigates whether Bitcoin can be considered a valuable hedge against inflation risk. The research examines the relationship between Bitcoin and inflation, the two variables' forecast ability, and how an exogenous shock simulated on one variable affects the other. LÄS MER