Sökning: "Emilia Felicidad Alarcon Valdez"

Hittade 2 uppsatser innehållade orden Emilia Felicidad Alarcon Valdez.

1. 1. Bitcoin’s Response to U.S. Monetary Policy Easing Announcements

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Emilia Felicidad Alarcon Valdez; [2021]
   Nyckelord :Bitcoin; Federal Reserve; Monetary Policy Easing; Inflation; Intraday data; Business and Economics;

   Sammanfattning : This paper aims to evaluate the effect of the U.S. monetary policy on the bitcoin price. In particular, how monetary policy easing affects the bitcoin returns. LÄS MER

3. 2. Inference and Prediction of Cryptocurrency Market Returns

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Emilia Felicidad Alarcon Valdez; [2020]
   Nyckelord :Cryptocurrency Market; Machine Learning; Prediction; Inference; Determinants; Business and Economics;

   Sammanfattning : The potential for making profits investing in cryptocurrencies, the hedging benefits and the role in global economy, make it relevant to study the determinants of cryptocurrencies and to analyze different returns prediction models. Previous studies have focused one or some cryptocurrencies, this study analyzes the cryptocurrency market as a whole and finds the determinants of the cryptocurrency market and a returns prediction model using a machine learning approach. LÄS MER