{"title":"密码学及其坚定不移的无常齿轮","authors":"S. Jain, Ritika Grover, Aditya Vikram, S. Goel","doi":"10.54063/ojc.2023.v44i01.01","DOIUrl":null,"url":null,"abstract":": Investing in crypto currencies is highly risky and speculative because it is not backed by any economic fundamentals. This paper is an attempt to check if the volatility in cryptocurrency market is influenced by the volatile behaviour of three other markets, namely, Indian stock market, Volatility index and movement in the Oil prices. The time period of study ranges from February 28, 2017 to March 31, 2022 with daily frequency of data. A break point has also been identified to study the sub period movements. ARCH","PeriodicalId":119023,"journal":{"name":"Orissa Journal of Commerce","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Cryptoverse and its Unflinching Cog of Fickleness\",\"authors\":\"S. Jain, Ritika Grover, Aditya Vikram, S. Goel\",\"doi\":\"10.54063/ojc.2023.v44i01.01\",\"DOIUrl\":null,\"url\":null,\"abstract\":\": Investing in crypto currencies is highly risky and speculative because it is not backed by any economic fundamentals. This paper is an attempt to check if the volatility in cryptocurrency market is influenced by the volatile behaviour of three other markets, namely, Indian stock market, Volatility index and movement in the Oil prices. The time period of study ranges from February 28, 2017 to March 31, 2022 with daily frequency of data. A break point has also been identified to study the sub period movements. ARCH\",\"PeriodicalId\":119023,\"journal\":{\"name\":\"Orissa Journal of Commerce\",\"volume\":\"2 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Orissa Journal of Commerce\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.54063/ojc.2023.v44i01.01\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Orissa Journal of Commerce","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.54063/ojc.2023.v44i01.01","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
: Investing in crypto currencies is highly risky and speculative because it is not backed by any economic fundamentals. This paper is an attempt to check if the volatility in cryptocurrency market is influenced by the volatile behaviour of three other markets, namely, Indian stock market, Volatility index and movement in the Oil prices. The time period of study ranges from February 28, 2017 to March 31, 2022 with daily frequency of data. A break point has also been identified to study the sub period movements. ARCH