Threat of İntervention in Cryptocurrency Market: West Side Story of Bitcoin and Ripple

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dc.authorscopusid18433415200en_US
dc.authorscopusid57204558870en_US
dc.authorscopusid57383676100en_US
dc.authorscopusid58777289400en_US
dc.authorscopusid57339987700en_US
dc.authorwosidABD-9167-2021
dc.authorwosidAAJ-6453-2021
dc.authorwosidDWC-0948-2022
dc.authorwosidKBM-7401-2024
dc.authorwosidJVN-0383-2024
dc.authorwosid001150158300018
dc.contributor.authorAysan, Ahmet Faruk
dc.contributor.authorKhan, Asad ul Islam
dc.contributor.authorIsac, Nicoleta
dc.contributor.authorDrammeh, Ousman
dc.contributor.authorÖzcan, Rasim
dc.contributor.authorIsac, Nıcoleta
dc.date.accessioned2024-01-18T07:19:33Z
dc.date.available2024-01-18T07:19:33Z
dc.date.issued2023en_US
dc.departmentİşletme ve Yönetim Bilimleri Fakültesien_US
dc.descriptionJEL Classification: G11, G14, G15, G41.en_US
dc.description.abstractThis study examines the impact of intervention threats on the price and volume volatility of Bitcoin and XRP. Using the Threshold or GJR-GARCH model, we analyse the relationship between news shocks (representing intervention threats) and the volatilities of Bitcoin and XRP price and volume returns, based on data from January 2014 to April 2021. The results indicate a significant association between news shocks and Bitcoin's price volatility, suggesting that interventionrelated news events have a notable impact. However, the relationship between news shocks and XRP's price volatility is insignificant. Notably, XRP's volume returns demonstrate a positive and significant relationship with news shocks, while Bitcoin's volume returns do not exhibit a significant relationship. Additionally, past shocks and conditional variance shocks significantly contribute to the volatility of today's price or volume returns. These findings suggest that Ripple (XRP) may benefit from the implicit threat of intervention, strategically managing its availability to control price surges.en_US
dc.identifier.citationAysan, A. F., Khan, A. ul I., Isac, N., Drammeh, O., & Ozcan, R. (2023). Threat of intervention in cryptocurrency market: West Side story of bitcoin and ripple. Economic Computation and Economic Cybernetics Studies and Research, 57(4), 41–56. https://doi.org/10.24818/18423264/57.4.23.03en_US
dc.identifier.doi10.24818/18423264/57.4.23.03
dc.identifier.endpage56en_US
dc.identifier.issn0424-267X
dc.identifier.issue4en_US
dc.identifier.orcidNicoleta Isac |0000-0001-9435-7083en_US
dc.identifier.orcidAsad Ul Islam Khan |0000-0002-5131-577X View this author’s ORCID profileen_US
dc.identifier.orcidRasim Özcan |0000-0002-5738-7563en_US
dc.identifier.scopus2-s2.0-85180461995en_US
dc.identifier.scopusqualityQ3
dc.identifier.startpage41en_US
dc.identifier.urihttps://doi.org/10.24818/18423264/57.4.23.03
dc.identifier.urihttps://hdl.handle.net/20.500.12436/5598
dc.identifier.volume57en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorIsac, Nicoleta
dc.language.isoen
dc.publisherBucharest University of Economic Studiesen_US
dc.relation.ispartofEconomic Computation and Economic Cybernetics Studies and Researchen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectGJR-GARCHen_US
dc.subjectBitcoinen_US
dc.subjectXRPen_US
dc.subjectCryptocurrencyen_US
dc.subjectThe threat of interventionen_US
dc.titleThreat of İntervention in Cryptocurrency Market: West Side Story of Bitcoin and Rippleen_US
dc.typeArticle
dspace.entity.typePublication
relation.isAuthorOfPublicationa665323b-4a72-4e4e-8e52-d9de1b08c8e4
relation.isAuthorOfPublication.latestForDiscoverya665323b-4a72-4e4e-8e52-d9de1b08c8e4

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