Research on the Relationship between Bitcoin Price and Mining Stocks
碩士 === 中國文化大學 === 財務金融學系 === 106 === Bitcoin originated in the financial crisis in 2008, creating a torrent for the financial sys-tem. The purpose of this paper is to explore the relationship between the price of bitcoin and the price of Taiwan listed cryptocurrency mining stocks. The sample period...
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ndltd-TW-106PCCU03040062019-05-16T00:30:18Z http://ndltd.ncl.edu.tw/handle/2gxdfq Research on the Relationship between Bitcoin Price and Mining Stocks 比特幣價格與挖礦股股價關係之研究 WU, CHENG-HSUAN 吳承軒 碩士 中國文化大學 財務金融學系 106 Bitcoin originated in the financial crisis in 2008, creating a torrent for the financial sys-tem. The purpose of this paper is to explore the relationship between the price of bitcoin and the price of Taiwan listed cryptocurrency mining stocks. The sample period is from 2013 to 2018, and Bitcoin prices are based on the BTCstamp exchange and the listed cryptocurrency mining stocks closing prices in Taiwan. Through the test of unit root test, cointegration test, vector error correction model, vector autoregression, and Granger Causality analysis of the lead-leg relationship between Bitcoin price and cryp-tocurrency mining stocks, the empirical results show that there is a price-linked rela-tionship between bitcoin prices and cryptocurrency mining stocks prices. Bitcoin prices is ahead of the Taiwan listed cryptocurrency mining stocks. LUO, WU-CHANG LOU, TIEN-WEI 駱武昌 婁天威 2018 學位論文 ; thesis 90 zh-TW |
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碩士 === 中國文化大學 === 財務金融學系 === 106 === Bitcoin originated in the financial crisis in 2008, creating a torrent for the financial sys-tem. The purpose of this paper is to explore the relationship between the price of bitcoin and the price of Taiwan listed cryptocurrency mining stocks. The sample period is from 2013 to 2018, and Bitcoin prices are based on the BTCstamp exchange and the listed cryptocurrency mining stocks closing prices in Taiwan. Through the test of unit root test, cointegration test, vector error correction model, vector autoregression, and Granger Causality analysis of the lead-leg relationship between Bitcoin price and cryp-tocurrency mining stocks, the empirical results show that there is a price-linked rela-tionship between bitcoin prices and cryptocurrency mining stocks prices. Bitcoin prices is ahead of the Taiwan listed cryptocurrency mining stocks.
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LUO, WU-CHANG |
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LUO, WU-CHANG WU, CHENG-HSUAN 吳承軒 |
author |
WU, CHENG-HSUAN 吳承軒 |
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WU, CHENG-HSUAN 吳承軒 Research on the Relationship between Bitcoin Price and Mining Stocks |
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WU, CHENG-HSUAN |
title |
Research on the Relationship between Bitcoin Price and Mining Stocks |
title_short |
Research on the Relationship between Bitcoin Price and Mining Stocks |
title_full |
Research on the Relationship between Bitcoin Price and Mining Stocks |
title_fullStr |
Research on the Relationship between Bitcoin Price and Mining Stocks |
title_full_unstemmed |
Research on the Relationship between Bitcoin Price and Mining Stocks |
title_sort |
research on the relationship between bitcoin price and mining stocks |
publishDate |
2018 |
url |
http://ndltd.ncl.edu.tw/handle/2gxdfq |
work_keys_str_mv |
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