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O Bitcoin e os sentimentos dos agentes

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  • Chemalle, Thierry Dayr Leandro

Abstract

O presente trabalho visa analisar a possível influência de sentimentos, como medo e confiança, indentificados nas decisões dos agentes através de índices estatísticos, na composição do logartimo natural dos retornos observados do Bitcoin no período entre Outubro de 2010 e Fevereiro de 2019. Em outras palavras, procurou-se verificar se além da suposição factível de influência nas condutas dos agentes, os sentimentos podem ter correlação direta nos processos de valorização e desvalorização do Bitcoin na janela temporal contemplada.

Suggested Citation

  • Chemalle, Thierry Dayr Leandro, 2019. "O Bitcoin e os sentimentos dos agentes," Textos para discussão 507, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    • Handle: RePEc:fgv:eesptd:507
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