In Search of the Relationship Between Bitcoin and Selected Exc¬hange Rates: Johansen Test and Granger Causality Test for the Period 2013-2017

Cansu Şarkaya İçellioğlu and Merve Büşra Engin Öztürk
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Cansu Şarkaya İçellioğlu: Istanbul University
Merve Büşra Engin Öztürk: Istanbul University

Journal of Finance Letters (Maliye ve Finans Yazıları), 2018, vol. 33, issue 109, 51-70

Abstract: Cryptocurrency is a digital and virtual currency that uses the science of cryptography and has become one of the most cont¬roversial economic concepts in recent years. In this study, the features and function of Bitcoin is discussed and the relationship between Bitcoin and selected exchange rates is investigated. As a result of the study, the existence of a long and short-run relations¬hip between Bitcoin and Dollar, Euro, Pound, Yen and Yuan was not found.

Keywords: Cryptocurrency; Digital Currency; Bitcoin; Block¬chain (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:acc:malfin:v:33:y:2018:i:109:p:51-70

DOI: 10.33203/mfy.343217

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