Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures
Wanshan Wu, Aviral Kumar Tiwari, Giray Gozgor, Huang Leping
| Year of publication: |
2021
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| Authors: | Wu, Wanshan ; Tiwari, Aviral Kumar ; Gozgor, Giray ; Leping, Huang |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-14
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| Subject: | Economic policy uncertainty | COVID-19 crisis | Cryptocurrencies | Granger causality tests | Recursive evolving window approach | Twitter-based uncertainty measures | Risiko | Risk | Wirtschaftspolitik | Economic policy | Coronavirus | Virtuelle Währung | Virtual currency | Kausalanalyse | Causality analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101478 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013286535