Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5+ 1 nations

S Singh, P Bansal, N Bhardwaj - Research in International Business and …, 2022 - Elsevier
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 …

Does bitcoin hedge against the economic policy uncertainty: based on the continuous wavelet analysis

Y Cai, Z Zhu, Q Xue, X Song - Journal of Applied Economics, 2022 - Taylor & Francis
This article aims to test a causal nexus between bitcoin market and economic policy
uncertainty. We use the continuous wavelet analysis to investigate lead-lag relationship …

How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?

JB Nouir, HBH Hamida - Research in International Business and Finance, 2023 - Elsevier
We investigate how economic policy uncertainty (EPU) and geopolitical risks (GPR) impact
Bitcoin volatility with respect to factors related to type and nationality of uncertainty …

Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index

S Hazgui, S Sebai, W Mensi - Studies in Economics and Finance, 2022 - emerald.com
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 …

The relationship between Bitcoin returns and trade policy uncertainty

G Gozgor, AK Tiwari, E Demir, S Akron - Finance Research Letters, 2019 - Elsevier
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 …

Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches

KH Al-Yahyaee, MU Rehman, W Mensi… - The North American …, 2019 - Elsevier
This paper uses bivariate and multivariate wavelet approaches to revisit the co-movements
between the Volatility Uncertainty Index (VIX) and Bitcoin (BTC). This is achieved by …

Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?

M Umar, CW Su, SKA Rizvi, XF Shao - Technological Forecasting and …, 2021 - Elsevier
Bitcoin is considered to be an exclusive marvel of the Fourth Industrial Revolution, and is
one of the most sophisticated technological and financial products. It has long been a pivot …

Revisiting bitcoin price behavior under global economic uncertainty

K Khan, J Sun, S Derindere Koseoglu… - Sage …, 2021 - journals.sagepub.com
This study examines the relationship between global economic policy uncertainty (GEPU)
and bitcoin prices (BCP) employing the rolling window method. The full sample test shows …

Co-movement and Granger causality between Bitcoin and M2, inflation and economic policy uncertainty: Evidence from the UK and Japan

PK Sarker, L Wang - Heliyon, 2022 - cell.com
This study aims to investigate the co-movement and Granger causality between Bitcoin
prices (BTC) and M2 (cash, demand, and time deposits), inflation, and economic policy …

Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures

W Wu, AK Tiwari, G Gozgor, H Leping - Research in International Business …, 2021 - Elsevier
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 …