Dynamic spillovers between cryptocurrency and stock markets and their portfolio implications: Evidence from Turkey

Description

The dataset of the study includes the daily closing prices of Bitcoin (BTC), three altcoins Ethereum (ETH), Ripple (XRP), Litecoin (LTC) and Borsa Istanbul Stock Exchange 100 Index (BIST100) between August 07, 2015 and May 20, 2021. All data are in US dollars. The cryptocurrencies and the BIST100, respectively, were obtained from www.coinmarketcap.com and The Central Bank of the Republic of Turkey database (https://evds2.tcmb.gov.tr/).

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