Ing. Alptekin Han Sofuoglu

Master's thesis

Contagion among financial markets

Contagion among financial markets
Anotácia:
This study dives into how foreign exchange (FX) markets and cryptocurrencies are connected, especially during times when the market is in crisis. We used a method called cross-quantilogram analysis to achieve this aim. Our main goal was to see how big changes in one market affect the other. We calculated cross-quantilogram co-efficient in different quantiles and compared significance of volatility …viac
Abstract:
This study dives into how foreign exchange (FX) markets and cryptocurrencies are connected, especially during times when the market is in crisis. We used a method called cross-quantilogram analysis to achieve this aim. Our main goal was to see how big changes in one market affect the other. We calculated cross-quantilogram co-efficient in different quantiles and compared significance of volatility …viac
 
 
Jazyk práce: English
Datum vytvoření / odevzdání či podání práce: 10. 5. 2024

Obhajoba závěrečné práce

  • Obhajoba proběhla 18. 6. 2024
  • Vedúci: prof. Ing. Štefan Lyócsa, PhD.
  • Oponent: Ph.D. Axel Alejandro Araneda Barahona

Citační záznam

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Instituce archivující a zpřístupňující práci: Masarykova univerzita, Ekonomicko-správní fakulta