Essays about: "Efe Akinci"

Found 1 essay containing the words Efe Akinci.

  1. 1. Bitcoin and Stock Market Indexes Causality

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Efe Akinci; Jing Li; [2018]
    Keywords : Bitcoin; Stock Markets; Augmented Dickey-Fuller; Cointegration; Granger Causality;

    Abstract : This paper studies Granger Causality relations between Bitcoin and 5 stock market indexes which are Japan, Russia, South Korea, Sweden and the United States. The time-period examined is from 2013 to 2017 and all the tests are conducted based on daily data. READ MORE