Categorical uncertainty in policy and bitcoin volatility
Year of publication: |
2023
|
---|---|
Authors: | Wang, Qingyu |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-5
|
Subject: | GARCH-MIDAS | Bitcoin volatility | Fiscal policy-related uncertainty | Monetary policy-related uncertainty | Volatilität | Volatility | Risiko | Risk | Geldpolitik | Monetary policy | Finanzpolitik | Fiscal policy | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory |
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