- ホーム
- > 洋書
- > 英文書
- > Business / Economics
Description
The modern financial markets are constantly evolving and giving rise to new asset types, Gold backed cryptocurrencies (GBCs) are one such asset class. Recent studies try to deploy a comparative analysis between Gold and GBCs. However, do GBCs independently stabalize a volatile market? This study addresses this question by creating dummy portfolios to replicate the economies of USA, EU and China. A DCC-MGARCH analysis is then employed on the log returns of the five major assets chosen in the portfolio. In addition to this, the book also tries to find out whether the information on volatility of GBCs provide any predictions on the volatility of equities.
1. Introduction.- 2. Theoretical Background.- 3. Research Gap.- 4. Research Problem.- 5. Research Aim.- 6. Research Objective.- 7. Limitations of the study.- 8. Methodology and Data Collection.- 9. Results and Interpretations.- 10. Conclusion.
Avani Srivastava and Meghna Saxena recently graduate from Frankfurt School of Finance and Management with an Msc Finance degree with a speacialisation in Corporate Finance.



