… of global geopolitical risks (GPR) index on daily returns and price volatility of Bitcoin over the
… has a predictive power on both returns and volatility of Bitcoin. The results of the Ordinary …

… We investigate how economic policy uncertainty (EPU) and geopolitical risks (GPR)
impact Bitcoin volatility with respect to factors related to type and nationality of uncertainty, …

… impact of geopolitical risk, global and US economic policy uncertainty on the structure of
Bitcoin … We introduce various policy risks when attempting to explain the volatility of Bitcoin. Our …

… and volatility of Bitcoin and substantial reductions in this type … risk could lead to much higher
Bitcoin returns. Whatsoever, higher geopolitical risk could lead to positive impacts on Bitcoin …

… effects on Bitcoin returns but positive ones on Bitcoin volatility. … geopolitical risk exercises
positive and statistically significant impacts at upper quantiles of both the returns and volatility …

… Idiosyncratic volatility (IVOL) is estimated from daily regressions of excess … This paper
examines the impact of geopolitical risk on the pricing of cryptocurrency returns. Using data on …

… studies relate Bitcoin return and volatility to GPR levels, they do not consider the impact of
GPR … Further research on the impact of geopolitical events on the cryptocurrency market under …

… Since the 2017/18 bubble and the high volatility characterizing BTC’s price, academic work
… on how geopolitical risk impacts the tail behavior of BTC return as well as how BTC returns …

… geopolitical risks, threats, and acts impact the daily returns of ten major cryptocurrencies (…
, and daily percentage changes in CBOE Volatility Index. The main motivation behind including …

… influences between geopolitical risks (GPR) and Bitcoin prices (… In this regard, the positive
impacts ascertain that the Bitcoin … global geopolitical situation of the time, the positive impact of …