Categorical uncertainty in policy and bitcoin volatility
Qingyu Wang, Qing Huang, Xiangfang Wu, Jin Tan, Panxu Sun
| Year of publication: |
2023
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| Authors: | Wang, Qingyu ; Huang, Qing ; Wu, Xiangfang ; Tan, Jin ; Sun, Panxu |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-5
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| Subject: | GARCH-MIDAS | Bitcoin volatility | Fiscal policy-related uncertainty | Monetary policy-related uncertainty | Volatilität | Volatility | Risiko | Risk | Virtuelle Währung | Virtual currency | Finanzpolitik | Fiscal policy | Geldpolitik | Monetary policy | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104664 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047523