This paper investigates the predictive power of global geopolitical risks (GPR) index on daily
returns and price volatility of Bitcoin over the period July 18, 2010–May 31, 2018 …

This paper investigates the role of the Bitcoin currency, in avoiding and surpassing the risks
that are associated with the global geopolitical events, and circumstances. For this purpose …

This paper analyzes the prediction power of the economic policy uncertainty (EPU) index on
the daily Bitcoin returns. Using the Bayesian Graphical Structural Vector Autoregressive …

As a financial innovation of the information age, cryptocurrency is a complex concept with
clear advantages and disadvantages and is worthy of discussion. Exploring from a terrorism …

This study aims to identify the main drivers of Bitcoin volatility. The empirical analysis is
based on a dynamic Bayesian model averaging approach for twenty-two potential …

Bitcoin is the cryptocurrency with the largest market capitalization, and many studies have
examined its role in financial markets. In this manuscript, we contribute to the extant body of …

This research examined the impact of the stock market on Bitcoin during COVID-19 and
other uncertainty periods. Based on the quantile regression results, during periods of high …

We assess whether the long-run volatilities of Bitcoin, global equities, commodities, and
bonds are affected by global economic policy uncertainty. Empirical results provide …

We investigate the impact of geopolitical risk, global and US economic policy uncertainty on
the structure of Bitcoin correlation with various financial and commodities asset classes. We …

This research analyses the sensitivity of Bitcoin returns to changes in gold price returns and
some other international risk factors such as US stock market returns, interest rates, crude oil …