The determinants of bitcoin returns

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DC Field	Value	Language
dc.contributor.advisor	Παναγιωτίδης, Θεόδωρος	el
dc.contributor.author	Γκαϊταντζής, Χρήστος	el
dc.date.accessioned	2021-04-16T15:32:21Z	-
dc.date.available	2021-04-16T15:32:21Z	-
dc.date.issued	2020	el
dc.identifier.uri	http://dspace.lib.uom.gr/handle/2159/25341	-
dc.description	Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2020.	el
dc.description.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.	en
dc.format.extent	29	el
dc.language.iso	en	en
dc.publisher	Πανεπιστήμιο Μακεδονίας	el
dc.subject	Bitcoin	en
dc.subject	Subspace granger causality	en
dc.title	The determinants of bitcoin returns	en
dc.type	Electronic Thesis or Dissertation	en
dc.type	Text	en
dc.contributor.department	Πρόγραμμα Μεταπτυχιακών Σπουδών Εφαρμοσμένα Οικονομικά	el
Appears in Collections:	ΠΜΣ Εφαρμοσμένα Οικονομικά (Μ)

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