ANALISIS VOLATILITAS CRYPTOCURRENCY PADA SEBELUM PANDEMI DAN PADA SAAT PANDEMI COVID 19 DENGAN METODE RETURN PADA BITCOIN DAN ETHEREUM
DOI:
https://doi.org/10.32497/keunis.v11i1.3981Keywords:
Cryptocurrency Volatility, Return, CryptocurrencyAbstract
Cryptocurrencies like Bitcoin, Ethereum and are high volatility digital commodities, so using them as an alternative to trading investments is very dangerous. Volatility analysis, portfolio formation, and implementation forecasts need to be carried out to minimize risk levels and risk management to help investors/traders make decisions. If you estimate, its use is suitable for analyzing the returns and volatility of cryptocurrencies. The Metode used in this study are methods of converting data into returns, detecting constancy with the ADF test, and normality testing with the JarqueBera test. The result of this study is that there are differences in the rate of return on bitcoin and ethereum coins every year, in these two crypto coins have experienced a very significant increase from before the covid 19 pandemic to covid 19. The result of this study is that there are differences in the rate of return on bitcoin and ethereum coins every year, in these two crypto coins have experienced a very significant increase from before the covid 19 pandemic to covid 19.
References
Amanintia, A. (2019). Analisis Volatility Spillover Harga Bitcoin Dengan Harga Altcoin Tahun 2013-2018. Jasa (Jurnal Akuntansi, Audit Dan Sistem Informasi Akuntansi), 3(2), 183”“194.
Ausop, A. Z., & Aulia, E. S. N. (2018). Teknologi Cryptocurrency Bitcoin Dalam Transaksi Bisnis Menurut Syariat Islam. Jurnal Sosioteknologi, 17(1), 74”“92.
Djari, Y. R., & Robiyanto, R. (2021). Day Of The Week Effect Dan Volatilitas Cryptocurrency Pada Masa Pandemi Covid-19. Financial Review, 4(1), 1”“17.
Huda, N., & Hambali, R. (2020). Risiko Dan Tingkat Keuntungan Investasi Cryptocurrency. Manaj. Dan Bisnis, 17(1), 72”“84.
Morgan, J. (2022). Systemic Stablecoin And The Defensive Case For Central Bank Digital Currency: A Critique Of The Bank Of England”™s Framing. Research In International Business And Finance, 62, 101716.
MULIYADI, H. (2018). PENGARUH RETURN DAN VOLUME PERDAGANGAN TERHADAP VOLATILITAS CRYPTO INDEX (CRIX). Universitas Gadjah Mada.
Nuraliati, A., & Azwari, P. C. (2018). Akuntansi Untuk Cryptocurrency. I-Finance: A Research Journal On Islamic Finance, 4(2).
Puspasari, S. (2020). Perlindungan Hukum Bagi Investor Pada Transaksi Aset Kripto Dalam Bursa Berjangka Komoditi. Jurist-Diction, 3(1), 303”“330.
Robiyanto, R., Susanto, Y. A., & Ernayani, R. (2019). Examining The Day-Of-The-Week-Effect And The-Month-Of-The-Year-Effect In Cryptocurrency Market. Jurnal Keuangan Dan Perbankan, 23(3), 361”“375.
Setiawan, E. P. (2020). Analisis Potensi Dan Risiko Investasi Cryptocurrency Di Indonesia. Jurnal Manajemen Teknologi, 19(2), 130”“144.
Warsito, O. L. D. (2020). Analisis Volatilitas Cryptocurrency, Emas, Dollar, Dan Indeks Harga Saham (Ihsg). International Journal Of Social Science And Business, 4(1), 40”“46.
Downloads
Additional Files
Published
Issue
Section
License
KEUNIS is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution-ShareAlike 4.0 International License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).