Are cryptocurrencies' prices driven by their speculative component? An empirical analysis of the downside risk
Angeloro, Chiara (A.A. 2021/2022) Are cryptocurrencies' prices driven by their speculative component? An empirical analysis of the downside risk. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 84. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Cryptocurrencies: definition and market. Definition and characteristics. The most famous cryptocurrency: Bitcoin. Other relevant cryptocurrencies in the market. Cryptocurrency market: historical evolution and functioning. Asset pricing in assets and cryptocurrencies. The efficient market hypothesis. Literature on asset pricing. Literature on pricing models of cryptocurrencies. Data description, statistical method and empirical analysis. The statistical methodology. Empirical results.
References
Bibliografia: pp. 79-84.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | De Benedicts, Luca |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 23 Mar 2023 15:46 |
| Last Modified: | 23 Mar 2023 15:46 |
| URI: | https://tesi.luiss.it/id/eprint/35437 |
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