Dynamics of Foreign Exchange Rates and Bitcoin Trading Prices
David Umoru, Beauty Igbinovia, Isah Aisha Shaibu & Muhammed Adamu Obomeghie · Asian Journal of Economics, Business and Accounting · 2024
The study examined the volatility of Bitcoin prices and volatility of exchange rates of oil-producing countries. The study used ARIMA, GARCH estimators for analysis. The study found ARCH effects in the data (heterskedasticity test; p<.05). The GARCH results laid credence to a...
Open access
Research Article
10.9734/ajeba/2024/v24i81467