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 …

Since the financial crisis, risk management has been of growing interest to investors and the
approach of Value-at-Risk has gained wide acceptance. Investing in Cryptocurrencies …

This study analyses the time–frequency relationship between economic policy uncertainty
(EPU), geopolitical risk (GPR), and Bitcoin returns in China, France, Russia, the UK, the US …

In this paper, we discuss the behavior of stock market returns in Tunisia during the COVID-
19 outbreak. Using the OLS regression, we find that Bitcoin act as a hedge and Ethereum as …

In this study, we first investigate the impacts of leverage effect and economic policy
uncertainty (EPU) on one-step-ahead Bitcoin volatility using high-frequency data. We find …

Purpose This paper aims to examine the frequency of co-movements and asymmetric
dependencies between bitcoin (BTC), gold, Brent crude oil and the US economic policy …

This study examines how blockchain and digital currency have affected the supply of credit
and financial stability. It pays particular attention to industry-based analyses and options …

This study analyzes the dynamics between bitcoin trading, price activities, and economic
surprise shocks from a broad and novel perspective on a national level. We start by …

This study examines the interconnectedness between central bank digital currencie s
(CBDC) index, digital assets and financial stability. First, we use the CBDC index as a …

This study investigates the connectedness between Bitcoin prices and major stock indices in
the Asia-Pacific region from February 2012 to August 2019. Based on the wavelet transform …