This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019. The paper's motivation is based upon the idea that bitcoin can be similar to gold in terms of its hedging properties and can be used for hedging for different assets. Moreover,...

This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019. The paper´s motivation is based upon the idea that bitcoin can be similar to gold in terms of its hedging properties and can be used for hedging for different assets. Moreover,...

First chapter of my dissertation uses an EGARCH method and a Stochastic Volatility (SV) method which relies upon Markov Chain Monte Carlo (MCMC) framework based on Efficient Importance Sampling (EIS) to model inflation volatility of Turkey. The strength of SV model lies in its success in...