Bitcoin and altcoins price dependency: Resilience and portfolio allocation in COVID-19 outbreak

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dc.authorid0000-0002-5131-577X
dc.contributor.authorKhan, Asad ul Islam
dc.contributor.authorKhan, Asad ul Islam
dc.contributor.authorAysan, Ahmet Faruk
dc.contributor.authorKhan, Asad ul Islam
dc.contributor.authorTopuz, Humeyra
dc.contributor.otherYönetim Bilimleri Fakültesi, İktisat Bölümü
dc.contributor.otherYönetim Bilimleri Fakültesi, İktisat Bölümü
dc.date.accessioned2021-05-31T11:37:59Z
dc.date.available2021-05-31T11:37:59Z
dc.date.issued2021
dc.departmentİHÜ, Yönetim Bilimleri Fakültesi, İktisat Bölümü
dc.description.abstractThe main aim of this article is to examine the inter-relationships among the top cryptocurrencies on the crypto stock market in the presence and absence of the COVID-19 pandemic. The nine chosen cryptocurrencies are Bitcoin, Ethereum, Ripple, Litecoin, Eos, BitcoinCash, Binance, Stellar, and Tron and their daily closing price data are captured from coinmarketcap over the period from 13 September 2017 to 21 September 2020. All of the cryptocurrencies are integrated of order 1 i.e., I(1). There is strong evidence of a long-run relationship between Bitcoin and altcoins irrespective of whether it is pre-pandemic or pandemic period. It has also been found that these cryptocurrencies' prices and their inter-relationship are resilient to the pandemic. It is recommended that when the investors create investment plans and strategies they may highly consider Bitcoin and altcoins jointly as they give sustainability and resilience in the long run against the geopolitical risks and even in the tough time of the COVID-19 pandemic.
dc.identifier.citationAysan, A. F., Khan, A. I. ve Topuz, H. (2021). Bitcoin and altcoins price dependency: Resilience and portfolio allocation in COVID-19 outbreak. Risks, 9(4), 1-13.
dc.identifier.doi10.3390/risks9040074
dc.identifier.endpage13
dc.identifier.issn22279091
dc.identifier.issue4
dc.identifier.scopus2-s2.0-85104669749
dc.identifier.scopusqualityQ2
dc.identifier.startpage1
dc.identifier.urihttps://doi.org/10.3390/risks9040074
dc.identifier.urihttps://hdl.handle.net/20.500.12154/1485
dc.identifier.volume9
dc.identifier.wosWOS:000643621000001
dc.identifier.wosqualityQ2
dc.indekslendigikaynakScopus
dc.indekslendigikaynakWeb of Science
dc.institutionauthorKhan, Asad ul Islam
dc.institutionauthorid0000-0002-5131-577X
dc.language.isoen
dc.publisherMDPI
dc.relation.ihupublicationcategory115
dc.relation.ispartofRisks
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectBitcoin
dc.subjectAltcoins
dc.subjectCointegration
dc.subjectPrice Dependency
dc.subjectCOVID-19
dc.titleBitcoin and altcoins price dependency: Resilience and portfolio allocation in COVID-19 outbreak
dc.typeArticle
dspace.entity.typePublication
relation.isAuthorOfPublication5d56d061-267c-4b33-8b78-b50e651ee5aa
relation.isAuthorOfPublication.latestForDiscovery5d56d061-267c-4b33-8b78-b50e651ee5aa
relation.isOrgUnitOfPublication9d1809d1-3541-41aa-94ed-639736b7e16f
relation.isOrgUnitOfPublication.latestForDiscovery9d1809d1-3541-41aa-94ed-639736b7e16f

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