The Interdependence Of Bitcoin And Financial Markets: A Copula-Garch Approach

dc.contributor.author	Erek Salim, Mustafa
dc.contributor.author	Eren Selman, Binali
dc.date.accessioned	2021-12-15T10:44:13Z
dc.date.available	2021-12-15T10:44:13Z
dc.date.issued	2020
dc.identifier.issn	1300-8781
dc.identifier.issn	2667-6486
dc.identifier.uri	https://app.trdizin.gov.tr/makale/TXpjMk1UY3pNdz09/the-interdependence-of-bitcoin-and-financial-markets-a-copula-garch-approach
dc.identifier.uri	http://dspace.beu.edu.tr:8080/xmlui/handle/20.500.12643/2167
dc.description.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
dc.description.abstract	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
dc.language.iso	English
dc.source	Liberal Düşünce
dc.title	The Interdependence Of Bitcoin And Financial Markets: A Copula-Garch Approach
dc.identifier.issue	98
dc.identifier.startpage	35
dc.identifier.endpage	63
dc.identifier.doi	10.36484/liberal.662625
dc.identifier.volume	25

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