The Interdependence Of Bitcoin And Financial Markets: A Copula-Garch Approach
Abstract
This paper aims to examine the relationship between Bitcoin and preeminent financial indicators using Copula-GARCH method. In the study, we use closing pricesof Bitcoin and US 10-Year Bond Yield, Gold Spot US Dollar, US Dollar Index, S&P500, FTSE 100 and Bu makale, Bitcoin ile kritik finansal göstergeler arasındaki ilişkiyi Copula-GARCH
yöntemini kullanarak incelemeyi amaçlamaktadır. Araştırmada, Bitcoin ve ABD
10-Yıllık Tahvil Verim, Altın Piyasa, ABD Doları Endeksi, S&P 500, FTSE 100 ve NIKKEI
225’in
URI
https://app.trdizin.gov.tr/makale/TXpjMk1UY3pNdz09/the-interdependence-of-bitcoin-and-financial-markets-a-copula-garch-approachhttp://dspace.beu.edu.tr:8080/xmlui/handle/20.500.12643/2167
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