Navigating Global Uncertainty: Examining the Effect of Geopolitical Risks on Cryptocurrency Prices and Volatility in a Markov-Switching Vector Autoregressive Model
Author:
Affiliation:
1. Department of Economics and Finance, University of Free State, Bloemfontein, South Africa
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10168737.2024.2393589
Reference49 articles.
1. Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches
2. Geopolitical risk, uncertainty and Bitcoin investment
3. Effects of the geopolitical risks on Bitcoin returns and volatility
4. Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
5. Risk Appetite and the Risk-Taking Channel of Monetary Policy
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