The Role of Uncertainty Measures on Bitcoin
Author:
Publisher
Elsevier BV
Reference42 articles.
1. On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic;W Abdelmalek;The Journal of Risk Finance,2023
2. Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic;M Al-Shboul;Research in International Business and Finance,2023
3. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;N Antonakakis;Journal of Risk and Financial Management,2020
4. Measuring economic policy uncertainty;S R Baker;The quarterly journal of economics,2016
5. On the return-volatility relationship in the Bitcoin market around the price crash of;E Bouri;Economics,2013
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