Abstract
The rapid rise of Bitcoin, a decentralized digital currency, has attracted significant attention from investors, researchers, and policymakers alike. The relationship between traditional stock prices and Bitcoin prices has garnered considerable attention in recent years. This research paper aims to explore the interconnections and dynamics between stock prices and Bitcoin prices by employing a Vector Autoregression (VAR) model. The study utilizes a comprehensive dataset spanning a specific time period, encompassing daily or monthly observations of stock prices and Bitcoin prices. The VAR model allows for the analysis of the joint behavior of these variables, capturing both short and long-term relationships, showing the effects of stocks on Bitcoin, but not the other way around. The research also underscores the necessity for continuous monitoring and analysis as the cryptocurrency landscape evolves rapidly. It highlights the significance of understanding the intricate dynamics between traditional financial markets and emerging digital assets, such as Bitcoin, in order to make informed investment decisions and mitigate potential risks.
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