Determining the Foreign Currencies Affecting the Bitcoin.

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dc.contributor.authorOzaltun, Gul Cennet
dc.contributor.authorEge, Ilhan
dc.contributor.authorTopaloglu, Emre E.
dc.contributor.authorHuang, Chiahsing
dc.contributor.authorÜrkmez, Taylan
dc.date.accessioned2026-01-22T19:46:07Z
dc.date.issued2023
dc.departmentŞırnak Üniversitesi
dc.description.abstractIn the present paper, the Granger causality test is used to study the causality relationships between Bitcoin and some of the most highly traded currencies, including euro, Japanese yen, British pound, Chinese yuan, and Indian rupee. To this purpose, the daily exchange rates of Bitcoin and the selected currencies to USD between 2014 and 2018 were used. Different from findings in existing literature, our study shows that there are no Granger causalities between Bitcoin and Euro, Japanese yen, British pound, and Indian rupee. A Granger causality is found in the direction from the Chinese yuan to Bitcoin. © 2023 Gul Cennet Ozaltun et al., published by Sciendo.
dc.identifier.doi10.2478/amns.2023.2.01139
dc.identifier.endpage3444
dc.identifier.issue2
dc.identifier.scopus2-s2.0-85176452998
dc.identifier.scopusqualityQ2
dc.identifier.startpage3427
dc.identifier.urihttps://doi.org/10.2478/amns.2023.2.01139
dc.identifier.urihttps://hdl.handle.net/11503/3233
dc.identifier.volume8
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherSciendo
dc.relation.ispartofApplied Mathematics and Nonlinear Sciences
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_Scopus_20260122
dc.subjectBitcoin
dc.subjectCryptocurrency
dc.subjectElectronic Money
dc.subjectExchange Rate
dc.subjectGranger Causality
dc.subjectTime Series Analysis
dc.titleDetermining the Foreign Currencies Affecting the Bitcoin.
dc.typeArticle

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