Browsing by Author "Aysan, Ahmet Faruk"

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

Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra. (MDPI, 2021)

The 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, ...
The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison

Aysan, Ahmet Faruk; Güney, İbrahim; Isac, Nicoleta; Khan, Asad ul Islam. (Plos One, 2022)

This paper evaluates the performance of eight tests with null hypothesis of cointegration on basis of probabilities of type I and II errors using Monte Carlo simulations. This study uses a variety of 132 different data ...
Survival of the fittest: A natural experiment from crypto exchanges

Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra; Tunalı, Ahmet Semih. (World Scientific Publishing, 2021)

This paper explores the applicability of universal cryptocurrency exchange by analyzing crypto exchanges of Binance, Latoken, Kucoin and Qash, which also have their own cryptocurrencies in the crypto market. Results of the ...