This paper analyses the effects of economic policy uncertainty (hereafter, EPU) on the relationship between Bitcoin and traditional financial markets during the period 27/04/2015 …
P Wang, X Li, D Shen, W Zhang - Research in International Business and …, 2020 - Elsevier
This paper examines how economic policy uncertainty (EPU) impacts the Bitcoin (BTC) markets denominated in local currencies. We take BTC against British Pound (GBP) and the …
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 …
S Choi, J Shin - Finance Research Letters, 2022 - Elsevier
During the recent COVID-19 pandemic, many commonalities shared by Bitcoin and gold raise the question of whether Bitcoin can hedge inflation or provide a safe haven as gold …
D Koutmos - Annals of Operations Research, 2020 - Springer
Bitcoin is emerging as a distinct asset class among investors given its seemingly detached price behavior relative to market and economic fundamentals. Its incomparably high returns …
W Bazán-Palomino - Economic Analysis and Policy, 2023 - Elsevier
Recently retail and institutional investors have begun to include Bitcoin in their portfolios, creating a transmission channel for Bitcoin volatility and therefore increasing regulatory …
The coronavirus epidemic is not the first virus outbreak that has threatened to disturb financial markets. But the world is now more interconnected since the 2003 SARS outbreak …
O Gozbasi, B Altinoz, EE Sahin - International Journal of …, 2021 - researchgate.net
Bitcoin and other digital currencies are financial assets with high volatility, which calls for an investigation of the factors that influence their prices and thus has led to a debate on …
We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin exchanges and scheduled macroeconomic news announcements affect the volatility of …