When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? : a quantiles-based analysis
Khaled Mokni
| Year of publication: |
2021
|
|---|---|
| Authors: | Mokni, Khaled |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 65-73
|
| Subject: | Granger causality | Bitcoin | Economic policy uncertainty | Quantile | Wirtschaftspolitik | Economic policy | Volatilität | Volatility | Risiko | Risk | Kausalanalyse | Causality analysis | Virtuelle Währung | Virtual currency | Welt | World | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.01.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655187