Replication of a study on the impact of monetary policy on Cryptocurrencies (Bitcoin, BNB, XRP), conducting the analysis using GARCH-MIDAS models with structural breaks, and selecting USA and South Africa M3 as the monetary aggregates.
Replica di uno studio riguardo l'effetto della politica monetaria sulle Cryptovalute (BitCoin, BNB, XRP) , svolgendo l'analisi con modelli GARCH-MIDAS con Structural Breaks, e scegliendo come aggregato monetario l'M3 di USA e South Africa.
La Politica Monetaria come driver delle Cryptovalute in presenza di rotture strutturali.
SELMIN, FEDERICO
2025/2026
Abstract
Replication of a study on the impact of monetary policy on Cryptocurrencies (Bitcoin, BNB, XRP), conducting the analysis using GARCH-MIDAS models with structural breaks, and selecting USA and South Africa M3 as the monetary aggregates.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.12608/106085