Contagion dynamics between Bitcoin and stock markets: a network analysis approach
Campisano, Giorgio (A.A. 2021/2022) Contagion dynamics between Bitcoin and stock markets: a network analysis approach. Tesi di Laurea in Teoria e gestione del portafoglio, Luiss Guido Carli, relatore Nicola Borri, pp. 62. [Master's Degree Thesis]
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Abstract/Index
Preliminary concepts on Bitcoin. Contagion definition. Network analysis and granger causality. Work inspiration. Contribution to the literature. Empirical analysis. Contagion metric. Data selection. NETS algorithm. Analysis details and results.
References
Bibliografia: pp. 43-44.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Teoria e gestione del portafoglio |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Jona-Lasinio, Cecilia Susanne |
| Academic Year: | 2021/2022 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Aug 2023 08:44 |
| Last Modified: | 03 Aug 2023 08:44 |
| URI: | https://tesi.luiss.it/id/eprint/36246 |
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