Replication Data for: The Bitcoin yield gap in Colombia: Unraveling the influence of FX and Bitcoin convenience yields

This dataset contains two files providing data and calculations used in the study The Bitcoin Yield Gap in Colombia: Unraveling the Influence of FX and Bitcoin Convenience Yields. The data includes publicly available information on Bitcoin prices, transactions, and one-month IBR rates from the Colombian central bank. The dataset also contains key calculations related to the study’s analysis, corresponding to specific equations discussed in the paper. Data on the Bitcoin price in Colombian pesos was directly downloaded using Buda’s open API (https://shorturl.at/o1PeL). Data on Bitcoin network usage was sourced from the Google BigQuery Bitcoin Public Dataset. One-month IBR rates were obtained from the Colombian central bank (banrep.gov.co). Financial data on spot and forward prices for foreign exchange rates, Bitcoin prices, and LIBOR rates were sourced from Bloomberg and, due to licensing restrictions, cannot be shared. However, the calculations based on these proprietary data are included in the files provided.