This dissertation analyzes the impact of external macro and internal factors on the price of Bitcoin. Employing data from January 1, 2020 to February 28, 2023, this dissertation starts with the system operation of cryptocurrency represented by Bitcoin and uses the Granger causality test of the time series VAR model, impulse response, and variance decomposition to analyze the factors affecting Bitcoin prices. Empirical tests have shown that the price of Bitcoin is affected by both the external macro factors and internal operation mechanism, and there are significant changes in the influencing factors before and after the issuance of the China mining ban in May 2021. / Business Administration/Finance
| Identifer | oai:union.ndltd.org:TEMPLE/oai:scholarshare.temple.edu:20.500.12613/9552 |
| Date | 05 1900 |
| Creators | Zhang, Li |
| Contributors | Mao, Connie X., Gao Bakshi, Xiaohui, Naveen, Lalitha, Viswanathan, Krupa S. |
| Publisher | Temple University. Libraries |
| Source Sets | Temple University |
| Language | English |
| Detected Language | English |
| Type | Thesis/Dissertation, Text |
| Format | 58 pages |
| Rights | IN COPYRIGHT- This Rights Statement can be used for an Item that is in copyright. Using this statement implies that the organization making this Item available has determined that the Item is in copyright and either is the rights-holder, has obtained permission from the rights-holder(s) to make their Work(s) available, or makes the Item available under an exception or limitation to copyright (including Fair Use) that entitles it to make the Item available., http://rightsstatements.org/vocab/InC/1.0/ |
| Relation | http://dx.doi.org/10.34944/dspace/9514, Theses and Dissertations |
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