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Dependency Analysis between Bitcoin and Selected Global Currencies

Beata Szetela et al.

Dynamic Econometric Models2016https://doi.org/10.12775/dem.2016.009article
ABDC C
Weight
0.70

What the paper says

In this research we have tried to identify the relationship between the exchange rate for bitcoin to the leading currencies such as Dollar, Euro, British Pound and Chinese Yuan and Polish zloty as well. We have applied ARMA and GARCH models to model and to analyze the conditional mean and variance. The appliance of GARCH models have identified some dependency in explanation conditional variance between bitcoin and US Dollar, Euro and Yuan, while ARMA analysis have shown no relations between bitcoin and other dependent variables.

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https://doi.org/https://doi.org/10.12775/dem.2016.009

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@article{beata2016,
  title        = {{Dependency Analysis between Bitcoin and Selected Global Currencies}},
  author       = {Beata Szetela et al.},
  journal      = {Dynamic Econometric Models},
  year         = {2016},
  doi          = {https://doi.org/https://doi.org/10.12775/dem.2016.009},
}

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Dependency Analysis between Bitcoin and Selected Global Currencies

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Evidence weight

0.70

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.89 × 0.4 = 0.36
M · momentum0.78 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.