This study investigates the causal relationship between price volatility and trading volume for bitcoin which is the first cryptocurrency. Data are daily and cover the period starting from December 27, 2013 to March 3, 2019. Price volatility series was produced by using EGARCH model. The...

In this study, it was investigated whether the Covid-19 pandemic, which started to affect the world in early 2020, influenced the relationship between return volatility and trading volume in the cryptocurrency market. In the empirical part of the study, 40 cryptocurrencies were included in the...

Jelen tanulmányban azt vizsgáltuk, hogy a Covid–19-járvány, amely a világra 2020 elejétől hatással van, befolyásolta-e a kriptovaluta-piac hozamvolatilitása és kereskedési volumene közötti kapcsolatot. A vizsgálat empirikus részében 40 kriptovalutát elemeztünk. Az adatokat...

This study investigates the causal relationship between price volatility and trading volume for bitcoin which is the first cryptocurrency. Data are daily and cover the period starting from December 27, 2013 to March 3, 2019. Price volatility series was produced by using EGARCH model. The...

In economic literature, the idea that inflation increases inflation uncertainty, starting by Okun (1971) and later resuming as Friedman Ball Hypothesis, has created new discussions about the degree and the direction of the relationship between both variables. The aim of this study is to...

Recent developments in time series analysis have encouraged the economists to re-examine their findings about the Wagner’s Law. That is why, the aggregation in public expenditures may lead some contradictions, disaggregated analyses should perform to have more consistent results. In this...

Recent developments in time series analysis have encouraged the economists to re-examine their findings about the Wagner’s Law. That is why, the aggregation in public expenditures may lead some contradictions, disaggregated analyses should perform to have more consistent results. In this...

Bu calismada odemeler dengesi kisitli buyume orani olarak da bilinen Thirlwall yasasi, sermaye hareketleri ve dis borc servisi dikkate alinarak 1982-2008 donemi itibariyle Turkiye icin Kalman filtre tahmin yontemi ile test edilmistir. Elde edilen sonuclara gore, Thirlwall ve Hussain (1982) ve...