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 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 …

This paper deciphers the correlation of volatility between Bitcoin, stock and gold, in the
context of uncertainty. The wavelet analysis results indicate that the selected assets are …

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 …

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 …

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 article, we attempt to delineate the relationship between bitcoin prices and global
factors such as stock index, economic policy uncertainty, gold spot prices, implied volatility …

This study assesses the roles of Bitcoin as a hedge, a safe haven and/or a diversifier against
extreme oil price movements, in comparison to the corresponding roles of gold. We use a …

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 …

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 …