Cai, Yuxin; Zhu, Zeqi; Xue, Qi; Song, Xinyu - In: Journal of Applied Economics 25 (2022) 1, pp. 983-996
This article aims to test a causal nexus between bitcoin market and economic policy uncertainty. We use the continuous wavelet analysis to investigate lead-lag relationship between bitcoin market and economic policy uncertainty in different time-frequency domains. Our findings show the negative...
