In this paper, we examine the role of United States Economic Policy Uncertainty (US EPU)
on the connectedness between bitcoin and precious metals using both dynamic spillover …

This paper explores the role of Bitcoin in diversifying investment risks during periods of high
global economic policy uncertainty. It employs the bootstrap full-and sub-sample rolling …

Bitcoin's growing use as a financial asset and transaction instrument has economic and
monetary effects. In this paper, we examine the short-and long-term interactions between …

We examine the effect of economic policy uncertainty (EPU) on the dynamic conditional
correlations between Bitcoin and the US stock markets while accounting for structural …

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 …

In order to challenge the existing literature that points to the detachment of Bitcoin from the
global financial system, we use daily data from August 17, 2011–February 14, 2020 and …

Bitcoin was launched to solve the distrust and uncertainty in the existing financial system.
Here we investigate risk spillover effect from economic policy uncertainty (EPU) to Bitcoin …

Most previous studies focusing on the effect of the economic policy uncertainty (EPU) on the
Bitcoin price do not assess for market conditions and assume that this effect is symmetric. To …

Unlike prior studies, this study examines the nonlinear, asymmetric and quantile effects of
aggregate commodity index and gold prices on the price of Bitcoin. Using daily data from …

This paper has two aims. We first examine the dynamic spillovers between Bitcoin and 12
developed equities, gold, and crude oil for different market conditions using a Bayesian …