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http://dspace.lib.uom.gr/handle/2159/25341| Author: | Γκαϊταντζής, Χρήστος |
| Title: | The determinants of bitcoin returns |
| Date Issued: | 2020 |
| Department: | Πρόγραμμα Μεταπτυχιακών Σπουδών Εφαρμοσμένα Οικονομικά |
| Supervisor: | Παναγιωτίδης, Θεόδωρος |
| Abstract: | We examined nineteen potential Bitcoin returns’ factors, for a period 2013-2020 (400 weekly observations), that may drive or determine its future trajectory. In a framework of two distinct periods, and using a series of different methodologies, data indicate significance in a total of nine out of nineteen variables, with only Google trends being significant for the whole sample, and Economic Policy Uncertainty emerges to be the most significant factor for the most recent years. |
| Keywords: | Bitcoin Subspace granger causality |
| Information: | Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2020. |
| Appears in Collections: | ΠΜΣ Εφαρμοσμένα Οικονομικά (Μ) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| GkaitantzisChristosMSc2020present.pdf | 503.07 kB | Adobe PDF | View/Open | |
| GkaitantzisChristosMSc2020.pdf | 520.81 kB | Adobe PDF | View/Open |
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