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

Author

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  • Cansu Şarkaya İçellioğlu

    (Istanbul University)

  • Merve Büşra Engin Öztürk

    (Istanbul University)

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.

Suggested Citation

  • Cansu Şarkaya İçellioğlu & Merve Büşra Engin Öztürk, 2018. "In Search of the Relationship Between Bitcoin and Selected Exc¬hange Rates: Johansen Test and Granger Causality Test for the Period 2013-2017," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 33(109), pages 51-70, April.
    • Handle: RePEc:acc:malfin:v:33:y:2018:i:109:p:51-70
    DOI: https://doi.org/10.33203/mfy.343217
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