03357ntm a22006017i 4500 000716503 CZ-PrVSE 20240914152213.0 m d cr n|||||||||| 240914s2024 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Valatina, Ekaterina ISIS:157994 dis Vliv krachů velkých kryptoměnových platforem na volatilitu kryptotrhů. eng The effect of large crypto platform crashes on the volatility of the crypto market. / Ekaterina Valatina 2024 ?? stran : digital, PDF soubor Vedoucí práce: Jakub Jedlinský Bakalářská práce (Bc.)—Vysoká škola ekonomická v Praze. Fakulta mezinárodních vztahů, 2024 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2024 The thesis explores four major crypto exchange platform crashes – Mount Gox, Celsius Network, Terra Luna and FTX. The findings suggest that application of econometric GARCH and VAR modelling, using crypto assets issued by the crypto exchange platforms as a proxy for measuring volatility with varying results of success. All crypto exchange platform crashes have shown to have a large, negative short-term effect on the crypto market’s volatility and market capitalization. The volatility caused by the devaluation of crypto assets has ranged between 0.00% and 50.51%, as well as assessing the total economic impact on the crypto market evaluation to be $2.2 Trillion during the year 2022. The analysis identified varying degrees of causality between the crypto assets issued by the crypto exchanges and related crypto assets,however, the data structure may impede results due to sudden nature of crashes, requiring more contextual information to interpret the results to align with the real effects. The crypto market demonstrates considerable resilience to volatility, as the market absorbs shocks within a 6-month period. Způsob přístupu: Internet mezinárodní obchod [obor bakal. práce] bakalářské práce fd132403 czenas bachelor's theses eczenas Collapse Cryptocurrency Econometric Effect Exchange Crash GARCH Market Modelling VAR Volatility Jedlinský, Jakub ISIS:43832 ths Abdallah, Kareem Issam ISIS:120348 opn Vysoká škola ekonomická v Praze. Fakulta mezinárodních vztahů kn20010709400 dgg https://insis.vse.cz/zp/85121/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/85121 Hlavní práce https://insis.vse.cz/zp/85121/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/85121/posudek/oponent/84194 Oponentura https://insis.vse.cz/zp/85121/priloha/29450 Přiloha k práci https://insis.vse.cz/zp/85121/podrobnosti dc:identifier NEPOSILAT VSKP vse85121 240910 85121