Bitcoin 2018 analizleri

Atik, M., Köse, Y., Yılmaz, B., & Sağlam, F. (2015). Kripto para: Bitcoin ve döviz kurları üzerine etkileri, Bartın Üniversitesi İ.İ.B.F. Dergisi, 6(11), 247-261.

Baek, C., & Elbeck, M. (2015). Bitcoins as an investment or speculative vehicle? A first look, Applied Economics Letters, 22(1), 30-34. doi. 10.1080/13504851.2014.916379

Bariviera, A.F., Basgall, M.J., Hasperué, W., & Naiouf, M. (2017). Some stylized facts of the bitcoin market, Phys. A, 484, 82-90. doi. 10.1016/j.physa.2017.04.159

Baur, D.G., Dimpfl, T., & Kuck, K. (2018). Bitcoin, gold and the dollar a replication and extension, Finance Research Letters, 25, 103-110. doi. 10.1016/j.frl.2017.10.012

Balcılar, M., Bouri, E., Gupta, R., & Roubaud, D. (2017). Can volume predict bitcoin returns and volatility? A quantiles-based approach, Economic Modelling, 64, 74-81. doi. 10.1016/j.econmod.2017.03.019

Bhattacahjee, S. (2016). A statistical analysis of bitcoin transactions during 2012 to 2013 in terms of premier currencies: Dollar, Euro and Rubles,Vidwat: The Indian Journal of Management, 9(1), 8-16.

Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307-327. doi. 10.1016/0304-4076(86)90063-1

Ceylan, F., Tüzün, O., Ekinci, R., & Kahyaoğlu, H. (2018). Kripto para piyasalarında finansal balonlar (bubbles): Bitcoin ve Etherium, 4^th SCF International Conference on “Economic and Social Impacts of Globalization and Future of Turkey-EU Relations, 26-28^th April 2018, Nevşehir, pp.207-215.

Cheah, E.T., & Fry, J. (2015). Speculative bubbles in bitcoin markets? An emprical investigation into the fundamental value of bitcoin, Economics Letters, 130, 32-36. doi. 10.1016/j.econlet.2015.02.029

Cheung, A., Roca, E., & Su, J. (2015). Crypto-currency bubbles: An application of the Philips-Shi-Yu methodology on Mt. gox bitcoin prices, Applied Economics, 47(23), 2348-2358. doi. 10.1080/00036846.2015.1005827

Çağlı, E.Ç., & Mandacı, P.E. (2017). Borsa İstanbul’da rasyonel balon varlığı: sektör endeksleri üzerine bir analiz, Finans Politik & Ekonomik Yorumlar, 54(629), 63-76.

Diba, B.T., & Grossman, H.I. (1988). Explosive rational bubbles in stock prices?, American Economic Reviev, 78(3), 520-530.

Dulupçu, A., & Genç, S. (2017). Finansal varlık olarak bitcoin’in incelenmesi ve birim kök yapısı üzerine bir uygulama, Osmaniye Korkut Ata Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 1(2), 47-58.

Dyhrberg, A.H. (2015), Bitcoin, gold and the dollar: A GARCH volatility analy- sis, UCD Centre for Economic Research, Working Paper Series, No:15/20. [Retrieved from].

Garber, P.M. (2000). Famous First Bubbles: The Fundamentals of Early Manias, MIT Press, Cambridge, MA.

Garcia, D., Tessone, C., Mavrodiev, P., & Perony, N. (2014). The digital traces of bubbles: Feedback cycles between socio-economic signals in the bitcoin economy. ETH Risk Center, Working Paper Series, No.2014;14-001:1-16. [Retrieved from].

Güleç, Ö.F., Çevik, E., & Bahadır, N. (2018). Bitcoin ile finansal göstergeler arasındaki ilişkinin incelenmesi. Kırklareli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 7(2), 19-37.

Hencic, A., & Gourieroux, C. (2015). Noncausal autoregressive model in application to bitcoin/USD exchange rates, In:Econometrics of Risk, Springer.

Hepkorucu, A., & Genç, S. (2017). Finansal varlık olarak bitcoin’in incelenmesi ve birim kök yapısı üzerine bir uygulama, Osmaniye Korkut Ata Üniversitesi İktisadi ve İdari Bilimler Fakültesi, 1(2), 47-58.

İçellioğlu, C.Ş., & Öztürk, M.B.E. (2018). Bitcoin ile seçili döviz kurları arasındaki ilişkinin araştırılması: 2013-2017 Dönemi için Johansen testi ve Granger nedensellik testi, Maliye ve Finans Yazıları, 109, 51-70.

Karaağaç, G.A., & Altınırmak, S. (2018). En yüksek piyasa değerine sahip on kripto paranın birbiriyle etkileşimi, Muhasabe ve Finansman Dergisi, 79, 123-138.

Kristoufek L. (2013). Bitcoin meets Google trends and Wikipedia: Quantifying the relationship between phenomena of the internet era, Scientific Reports, 3, 3415.

Koçoğlu, Ş., Çevik, Y.E., & Tanrıöven, C. (2016). Bitcoin piyasalarının etkinliği, likiditesi, İşletme Araştırmaları Dergisi, 8(2), 77-97.

MacDonell, A. (2014). Popping the bitcoin bubble: An application of log-periodic power law modelling to digital currency, University of Notre Dame Working Paper, [Retrieved from].

Nakamoto, S. (2008). Bitcoin: A peer-to-peer electronic cash system, [Retrieved from].

Nelson, D. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59(2), 347-370. doi. 10.2307/2938260

Philips, P.C.B., & Yu, J. (2011). Dating the timeline of financial bubbles during the suprime crises, Quantitive Economics, 2(3), 455-491. doi. 10.3982/QE82

Philips, P.C.B., Shi, S., & Yu, J. (2013). Testing for multiple bubbles: Hıstorical episodes of exuberance and collapse in the S&P 500. Cowles Foundation Discussion Paper, No.1914. [Retrieved from].

Philips, P.C.B., Shi, S., & Yu, J. (2014). Specification sensitivity in right-tailed unit root testing for explosive behavior. Oxford Bulletin of Economics and Statistics, 76(3), 315-333. doi. 10.1111/obes.12026

Philips, P.C.B., Shi, S., & Yu, J. (2015). Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500. International Economic Review, 56(4), 1043-1078. doi. 10.1111/iere.12132

Philips, P.C.B., Wu, Y., & Yu, J. (2011). Explosive behavior in the 1990s NASDAQ: When did exuberance escalate asset values?. International Economic Review, 52(1), 201-226. doi. 10.1111/j.1468-2354.2010.00625.x

Szetela, B., Mentel, G., & Gedek, S. (2016). Dependency analysis between bitcoin and selected global currencies, Dynamic Econometric Models, 16, 133-144. doi. 10.12775/DEM.2016.009

Toda, H.Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes, Journal of Econometrics, 66(1-2), 225-250. doi. 10.1016/0304-4076(94)01616-8