Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Ender Demir, Giray Gozgor, Chi Keung Marco Lau, Samuel A. Vigne
| Year of publication: |
2018
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|---|---|
| Authors: | Demir, Ender ; Gozgor, Giray ; Lau, Chi Keung ; Vigne, Samuel A. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 145-149
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| Subject: | Bitcoin | Cryptocurrencies | Economic policy uncertainty | Bayesian graphical model | Quantile-on-quantile regression | Structural vector autoregressive | Virtuelle Währung | Virtual currency | Wirtschaftspolitik | Economic policy | Risiko | Risk | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005628