… the direction of effect between cryptocurrency and returns. … with three lags of the geopolitical
risk index as potentially … Overall Equity Market Volatility Tracker for the US. Up to 3-lags of …

… Therefore, there have three uncertainty indices in different aspects included in this study
which are economic policy uncertainty, geopolitical risk, and US equity market volatility. In …

… impact upon Bitcoin prices of commodities such as gold and oil, the S&P 500 index, and
the volatility … (Financial Stress Index and Geopolitical Risk Index) in addition to the variables …

… return and price volatility connectedness between Bitcoin and … ) to address the catalyser
impact of global uncertainty during the … the impact of global uncertainty shocks on Bitcoin and …

… bitcoin energy consumption. In addition, it has been determined that the negative effects of
geopolitical risk … lead to a decline in real sector activities, enhance volatility, and slow down …

… (2019) assess the link between GPR index and the returns and volatilities of Bitcoins and
find a contrasting result in that geopolitical risk increases both returns and volatility of Bitcoin …

… As expected, we observe increased volatility in returns around the event hours. … We observe
negative effects on cryptocurrency returns following both the threat and act events, which …

… We assess the differential impact of geopolitical risk on Islamic … We find that the geopolitical
risk intensifies the dependency … between volatility uncertainty index and bitcoin are varying …

… the price volatility. Different from the OLS estimations, the Quantile-on-Quantile (QQ) estimations
show that geopolitical risks have a positive effect on Bitcoin returns and price volatility at …

… the effects of geopolitical risks on the … the impact of the Russia-Ukraine war on the most
important global commodities such as gold and oil, on the most privileged cryptocurrency, Bitcoin…