Determinants of cryptocurrency price movements

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dc.authorid0000-0002-3893-4015
dc.authorid0000-0002-7981-3121
dc.authorid0000-0002-4442-7087
dc.contributor.authorTeker, Dileken_US
dc.contributor.authorTeker, Suaten_US
dc.contributor.authorÖzyeşil, Mustafaen_US
dc.date.accessioned2025-12-23T08:14:08Z
dc.date.available2025-12-23T08:14:08Z
dc.date.issued2019-11
dc.departmentIşık Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümüen_US
dc.departmentIşık University, Faculty of Economics and Administrative Sciences, Department of Managementen_US
dc.description.abstractCryptocurrency is a recent and popular topic that attracts the interest of investors and fund managers. Beyond the market discipline, researchers question the interaction between cryptocurrecies and macroeconomic variables. This study we focus on how the changes in gold and oil prices effect the daily price movements of different cryptocurrencies. The daily database includes prices of the cryptocurrencies of Bitcoin, Tether, Ethereum Litecon and EOS for the period between August 1, 2017 and April 3, 2019. Initially the stationarity of the series is tested by Ng and Perron (2001) method. The existence of the cointegration relationship between the series is tested by Johansen (1988) technique. The presence of causality relationships between the series is investigated with the Dolado and Lütkepohl (1996) causality test. The paper explains the details of the empirical findings.en_US
dc.description.versionPublisher's Versionen_US
dc.identifier.citationTeker, D., Teker, S. & Özyeşil, M. (2019). Determinants of cryptocurrency price movements. Paper presented at the 14th PARIS International Conference on Marketing, Economics, Education and InterdisciplinaryStudies (MEEIS-19), 29-34. doi:https://doi.org/10.17758/HEAIG6.H1119510en_US
dc.identifier.endpage34
dc.identifier.isbn9789386878328
dc.identifier.startpage29
dc.identifier.urihttps://hdl.handle.net/11729/6856
dc.identifier.urihttps://doi.org/10.17758/HEAIG6.H1119510
dc.institutionauthorTeker, Dileken_US
dc.institutionauthorTeker, Suaten_US
dc.institutionauthorÖzyeşil, Mustafaen_US
dc.institutionauthorid0000-0002-3893-4015
dc.institutionauthorid0000-0002-7981-3121
dc.institutionauthorid0000-0002-4442-7087
dc.language.isoenen_US
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.publisherHigher Education and Innovation Group (HEAIG)en_US
dc.relation.ispartof14th PARIS International Conference on Marketing, Economics, Education and InterdisciplinaryStudies (MEEIS-19)en_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCryptocurrencyen_US
dc.subjectStationarityen_US
dc.subjectCointegrationen_US
dc.subjectVector error correctionen_US
dc.titleDeterminants of cryptocurrency price movementsen_US
dc.typeConference Objecten_US
dspace.entity.typePublicationen_US

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