Code repository for Kukacka and Kristoufek (2023)

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Kukacka, J., Kristoufek, L. (2023). Fundamental and speculative components of the cryptocurrency pricing dynamics. Financial Innovation, 9 (61), pp. 1-23, DOI.

This codebase is using the R language, and it is initialized as a Git.

It is authored by Jiri Kukacka. Question can be directed to [email protected].

For a convenient download of the code and data, click "Code" (green button) and "Download ZIP".

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Repository structure

• BTC_sample.R ... master file: it provides a sample R code for an illustrative replication of the results for BTC (see Tab. 1 in the paper) together with useful functions

• data/BTC.csv ... original dataset for Bitcoin

• data/LTC.csv ... original dataset for Litecoin

• data/ETH.csv ... original dataset for Ethereum

• data/XPR.csv ... original dataset for XPR by Ripple

• data/DOGE.csv ... original dataset for Dogecoin