Exploring the Dynamics of Digital Assets through Vector Autoregressive Modeling (VAR): Implications for Fintech and Financial Systems

Abstract

This study aims to explore the applicability of the VAR model in digital asset analysis, focusing in particular on Bitcoin and Ethereum, two of the most prominent and influential cryptocurrencies in the digital world. Our analysis aims not only to identify and interpret the dynamic relationships between these assets, but also to try to better understand their implications in the broader framework of financial technologies and systems. By adopting a multidisciplinary perspective, combining economic theory, statistics and digital finance, our study aspires to contribute to the existing literature and provide new insights and understanding in this fascinating and evolving field.

Keywords

• (vector autoregressive modeling var)
• digital assets analysis
• cryptocurrencies (bitcoin and ethereum)
• fintech and financial systems
• time series analysis