This paper investigates the relationship between the returns of Bitcoin and the index of trade
policy uncertainty (TPI) in the United States (USA) in the period of July 2010–August 2018 …

The predictability of geopolitical risks (GPR) for exchange rate volatility of the BRICS is
examined using both historical and recent GPR data. Relying on the GARCH-MIDAS-X …

This paper investigates how geopolitical risks influence the prediction performance on the
US stock market volatility with machine learning models. Further, it compares the predictive …

Based on the TVP-VAR (time-varying parameter vector autoregressive) based extended
joint connectedness methodology, this study analyzes the joint connectedness among …

We shed light on the role of Economic Policy Uncertainty (EPU) and Cryptocurrency
Uncertainty (UCRY) indices in forecasting Bitcoin volatility. The empirical results of in …

Bitcoin was created in 2008 to serve as an alternative payment mechanism for both the
under-banked and un-banked, or those in regions where the formal financial system suffers …

This paper adds to the growing literature of cryptocurrency and behavioral finance.
Specifically, we investigate the relationships between the novel investor attention and …

This paper provides a review of the literature on key matters related to the popular
cryptocurrency Bitcoin. Another key motivation of this paper is to understand the underlying …

This paper examines the effect of real-time global geopolitical risks (GPRs), acts (GPAs),
and threats (GPTs) indices on monthly returns and volatility of several American commodity …

This paper aims to analyze the impact of geopolitical risks measured by a new index of
geopolitical risk (GPR) on inbound tourism. For this purpose, we use the fixed-effects and …