We analyze the cryptocurrency policy uncertainty (UCRY Policy) effect on gold, Bitcoin, the
US dollar, DJ Islamic Index, Sukuk, and WTI returns. Using Ordinary Least Square, Quantile …

This study discovers a new dimension by analyzing the time-varying correlations between
the top four precious metals and cryptocurrency uncertainty indices (UCRY Policy and …

This article explores the effect of uncertainty on the cryptocurrency market. Previous work
has been limited to analyzing the effect of uncertainty on Bitcoin. We depart from the …

Bitcoin was launched to solve the distrust and uncertainty in the existing financial system.
Here we investigate risk spillover effect from economic policy uncertainty (EPU) to Bitcoin …

In this paper, we investigate whether the economic policy uncertainty (EPU) index provided
by Baker et al.(2016) can predict cryptocurrency returns. We show that the EPU index of …

Purpose The goal of this work is to determine whether Bitcoin behaves as a safe-haven
asset. In order to do so, the influence of Economic Policy Uncertainty (EPU) on Bitcoin …

Using daily data from August 9, 2015, to July 7, 2020, this study examines the effects of
economic policy uncertainty (EPU) on the returns of four cryptocurrencies: Bitcoin, Ethereum …

This study examines the role of the top-5 cryptocurrencies and gold as a hedge and safe
haven against the economic policy uncertainty (EPU) before and during the ongoing COVID …

We have developed and made available a new Cryptocurrency Uncertainty Index (UCRY)
based on news coverage. Our UCRY Index captures two types of uncertainty: that of the …

Calculating the hedge and safe-haven properties of gold and Bitcoin via GARCH model and
quantile regression with dummy variables. We find that:(1) Neither gold nor Bitcoin can …