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

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/).

本研究的数据集涵盖了从2015年8月7日至2021年5月20日间比特币（BTC）、三种替代货币以太坊（ETH）、瑞波币（XRP）、莱特币（LTC）以及伊斯坦布尔证券交易所100指数（BIST100）的每日收盘价。所有数据均以美元为单位。加密货币及BIST100指数数据分别来源于www.coinmarketcap.com和土耳其共和国中央银行数据库（https://evds2.tcmb.gov.tr/）。