The effects of geopolitical uncertainty on cryptocurrencies and other financial assets

ΝA Kyriazis - SN Business & Economics, 2020 - Springer
This survey reviews the empirical literature concerning the impacts of geopolitical
uncertainty as expressed by the highly innovative Geopolitical Risk Index (GPR) by Cardara …

How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?

IO Fasanya, JA Oliyide, OB Adekoya, T Agbatogun - Resources Policy, 2021 - Elsevier
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 …

A connectedness analysis among BRICS's geopolitical risks and the US macroeconomy

Y Zhang, S Hamori - Economic Analysis and Policy, 2022 - Elsevier
Based on the TVP-VAR (time-varying parameter vector autoregressive) based extended
joint connectedness methodology, this study analyzes the joint connectedness among …

[HTML][HTML] Crypto market relationships with bric countries' uncertainty–A wavelet-based approach

J Almeida, C Gaio, TC Gonçalves - Technological Forecasting and Social …, 2024 - Elsevier
This study focuses on exploring the relationships between different categories of crypto
assets and measures of uncertainty in BRIC countries, specifically examining geopolitical …

Gold, platinum, and expected Bitcoin returns

TLD Huynh, T Burggraf, M Wang - Journal of Multinational Financial …, 2020 - Elsevier
This study examines the prediction power of the ratio of gold to platinum prices (GP) on
Bitcoin. By using different models and data sources for Bitcoin, we find that GP predicts …

Are metaverse coins more prone to geopolitical risk than traditional crypto assets?

RK Jana - International Review of Economics & Finance, 2024 - Elsevier
The present research explores the nexus of geopolitical risk (GPR) with metaverse coins
and traditional crypto assets. We apply wavelet-based techniques to capture their time …

The Evolution of the Cryptocurrency Market Is Trending toward Efficiency?

R Dias, N Horta, C Revez, P Heliodoro… - … Conference–ERAZ 2022 …, 2022 - ceeol.com
When compared to traditional financial markets, cryptocurrencies were seen as assets with
minimal correlations. However, because this continually expanding financial market is …

Dimensionality reduction for prediction: Application to Bitcoin and Ethereum

H Inzirillo, B Mat - arXiv preprint arXiv:2112.15036, 2021 - arxiv.org
The objective of this paper is to assess the performances of dimensionality reduction
techniques to establish a link between cryptocurrencies. We have focused our analysis on …

Geopolitical risk and financial markets: trends, co-movements and effects

V Jarina - 2023 - dspace.cuni.cz
This thesis explores the impact of geopolitical risk on cross-market co-movements in both
global stock markets and regional foreign exchange markets over the period of 1995-2023 …

Volatility connectedness of major cryptocurrency: The role of geopolitical risk

YF Sin - 2023 - eprints.utar.edu.my
This thesis aims to examine the relationship between geopolitical risk and volatility
connectedness of five cryptocurrencies, namely Bitcoin (BTC), Ethereum (ETH), Ripple …