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Yayın Determinants of cryptocurrency market: an analysis for Bitcoin, Ethereum and Ripple(Center for Promoting Ideas (CPI), 2020-11) Deniz, Asena; Teker, DilekOne of the most important innovations brought by digitalization is crypto money known as virtual money. Cryptocurrencies, which have been discussed in recent years and especially a new portfolio for investors, are very popular. Bitcoin is the most well-known of these cryptographic systems, which do not depend on a central authority and have maximum reliability. The effects of various financial indicators on cryptoparas were examined in this study. The model includes a daily database in between April 3, 2018 to December 31, 2019. Initially stationarity is tested with unit root tests. Then cointegration and causality tests are employed. Impulse response is also implemented and analysed.Yayın Determinants of cryptocurrency price movements(Higher Education and Innovation Group (HEAIG), 2019-11) Teker, Dilek; Teker, Suat; Özyeşil, MustafaCryptocurrency 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.Yayın Macroeconomic determinants of cryptocurrency volatility: time series analysis(The Brooklyn Research and Publishing Institute, 2020-03) Teker, Dilek; Teker, Suat; Özyeşil, MustafaCryptocurrency is a recent and popular topic that attracts the interest of investors and fund managers. Beyond the market discipline, researchers question the interaction between cryptocurrencies and macroeconomic variables. This study focuses on how the changes in gold and oil prices affect the daily price movements of various cryptocurrencies. The daily database used in this study includes the prices of the cryptocurrencies such as Bitcoin, Tether, Ethereum, Litecon and EOS for the period of August 1, 2017 and April 3, 2019. Initially, the stationarity of the time series is tested by Ng and Perron (2001) method. The existence of the cointegration relationship among the series is tested by Johansen (1988) technique. The presence of causality relationships among the series is investigated with the Dolado and Lütkepohl (1996) causality test. The empirical results support that there exists a cointegration relationship only in between Tether and gold and oil prices.
