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 …
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 …
D Bakas, G Magkonis, EY Oh - Finance Research Letters, 2022 - Elsevier
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 …
We assess whether the long-run volatilities of Bitcoin, global equities, commodities, and bonds are affected by global economic policy uncertainty. Empirical results provide …
KQ Nguyen - Finance research letters, 2022 - Elsevier
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 …
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 …
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 …
D Das, M Kannadhasan - Journal of Economic Research, 2018 - researchgate.net
In this article, we attempt to delineate the relationship between bitcoin prices and global factors such as stock index, economic policy uncertainty, gold spot prices, implied volatility …