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What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F15%3A00452318" target="_blank" >RIV/67985556:_____/15:00452318 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216208:11230/15:10295820

  • Result on the web

    <a href="http://dx.doi.org/10.1371/journal.pone.0123923" target="_blank" >http://dx.doi.org/10.1371/journal.pone.0123923</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1371/journal.pone.0123923" target="_blank" >10.1371/journal.pone.0123923</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis

  • Original language description

    The Bitcoin has emerged as a fascinating phenomenon in the Financial markets. Without any central authority issuing the currency, the Bitcoin has been associated with controversy ever since its popularity, accompanied by increased public interest, reached high levels. Here, we contribute to the discussion by examining the potential drivers of Bitcoin prices, ranging from fundamental sources to speculative and technical ones, and we further study the potential influence of the Chinese market. The evolution of relationships is examined in both time and frequency domains utilizing the continuous wavelets framework, so that we not only comment on the development of the interconnections in time but also distinguish between short-term and long-term connections. We find that the Bitcoin forms a unique asset possessing properties of both a standard financial asset and a speculative one.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    PLoS ONE

  • ISSN

    1932-6203

  • e-ISSN

  • Volume of the periodical

    10

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    15

  • Pages from-to

  • UT code for WoS article

    000353015800124

  • EID of the result in the Scopus database

    2-s2.0-84928818221