What drives Bitcoin price?

Jamal Bouoiyour
Refk Selmi
Aviral Kumar Tiwari
Olaolu Richard Olayeni
The cryptocurrencies increased in popularity and have become nowadays well known to a wide audience. This article seeks to assess the issue of Bitcoin price formation from a novel perspective. We use a new technique called Empirical Mode Decomposition (EMD) with which a complicated data set can be disentangled into a small number of independent and concretely implicational intrinsic modes that admit well-behaved Hilbert transforms. Even though Bitcoin is usually labelled as a purely speculative asset, EMD views that it is extremely driven by long-term fundamentals (above one year).

Metadata

Year 2016
Peer Reviewed done
Venue Economics Bulletin
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