We have developed and made available a new Cryptocurrency Uncertainty Index (UCRY)
based on news coverage. Our UCRY Index captures two types of uncertainty: that of the …

This article explores the effect of uncertainty on the cryptocurrency market. Previous work
has been limited to analyzing the effect of uncertainty on Bitcoin. We depart from the …

In this paper, we investigate whether the economic policy uncertainty (EPU) index provided
by Baker et al.(2016) can predict cryptocurrency returns. We show that the EPU index of …

We investigate the relationship between the economic policy uncertainty index (EPU) and
cryptocurrency volatility. We find that a change in EPU of China predicts cryptocurrency …

We compare the ability of a newspaper-based measure and an internet search-based
measure of uncertainty in predicting Bitcoin returns. Based on monthly data, we show that …

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 …

We analyze the cryptocurrency policy uncertainty (UCRY Policy) effect on gold, Bitcoin, the
US dollar, DJ Islamic Index, Sukuk, and WTI returns. Using Ordinary Least Square, Quantile …

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 …

Bitcoin is the digital currency of the digital economy. This article is an attempt to reveal the
effects of policy uncertainty on Bitcoin returns with economic policy uncertainty (EPU) in the …

This paper analyzes the prediction power of the economic policy uncertainty (EPU) index on
the daily Bitcoin returns. Using the Bayesian Graphical Structural Vector Autoregressive …