Aloui, Donia; Zouaoui, Riadh; Rachdi, Houssem; Guesmi, … - In: Research in international business and finance 69 (2024), pp. 1-10
In this paper, we investigate non-linear linkages between Bitcoin and the unconventional monetary policies of the … encourages investors to move towards Bitcoin. Using a Bayesian VAR model with time-varying coefficients and stochastic volatility … (TVP-BVAR-SV model), we compare Bitcoin's responses to the shadow rate shocks during the pre-and post-COVID-19 periods …