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- W4383550478 abstract "This study examines the asymmetric relationship between three major cryptocurrencies (Bitcoin, Ethereum, and Tether) and three exchange rates in Thailand (THB/USD, THB/CNY, and THB/JPY), before and during the Covid-19 outbreak through a NARDL framework. Interestingly, this study noticed that increases and decreases in Tether showed more considerable influence on the movement of THB/USD, THB/CNY, and THB/JPY than either Bitcoin or Ethereum in both sub-periods. Given the results from the NARDL approach, increases and decreases in all three cryptocurrencies (BTC, ETH, USDT) confirm the long-run asymmetric association on THB/USD, THB/CNY and THB/JPY during the Covid-19 outbreak. Compared to the period before the pandemic, only two exchange rates-THB/USD and THB/CNY, were affected by the movement of all cryptocurrencies under study. Additionally, the results from an asymmetric short-run relationship suggest that a decrease in Bitcoin and Ethereum resulted in volatility of THB/USD, THB/CNY, and THB/JPY during the Covid-19 pandemic. Before the pandemic, both increases and decreases in Tether are correlated with the changing of the THB/USD, THB/CNY, and THB/JPY. The findings of this study could be essential for development of financial policies and currency market regulation rules in Thailand." @default.
- W4383550478 created "2023-07-08" @default.
- W4383550478 creator A5092423277 @default.
- W4383550478 date "2023-06-30" @default.
- W4383550478 modified "2023-09-25" @default.
- W4383550478 title "Using the NARDL Approach for Measuring the Asymmetric Relationship of Cryptocurrency on Exchange Rate: Evidence from Thailand" @default.
- W4383550478 doi "https://doi.org/10.7232/iems.2023.22.2.109" @default.
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