When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Gang-Jin Wang, Chi Xie, Danyan Wen, Longfeng Zhao
| Year of publication: |
2019
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|---|---|
| Authors: | Wang, Gang-Jin ; Chi, Xie ; Wen, Danyan ; Zhao, Longfeng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 489-497
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| Subject: | Bitcoin | Economic policy uncertainty | Granger causality risk test | Multivariate quantile model | Risk spillover effect | Risiko | Risk | Spillover-Effekt | Spillover effect | Wirtschaftspolitik | Economic policy | Virtuelle Währung | Virtual currency | Kausalanalyse | Causality analysis | Risikomanagement | Risk management |