Does bitcoin hedge against the economic policy uncertainty : based on the continuous wavelet analysis
Year of publication: |
2022
|
---|---|
Authors: | Cai, Yuxin ; Zhu, Zeqi ; Xue, Qi ; Song, Xinyu |
Published in: |
Journal of applied economics. - London : Taylor & Francis, Taylor & Francis Group, ISSN 1667-6726, ZDB-ID 2094889-X. - Vol. 25.2022, 1, p. 983-996
|
Subject: | Bitcoin | continuous wavelet analysis | economic policy uncertainty | lead-lag relationship | Wirtschaftspolitik | Economic policy | Zustandsraummodell | State space model | Wirkungsanalyse | Impact assessment | Risiko | Risk | Volatilität | Volatility | Hedging |
-
Wei, Ping, (2022)
-
Asymmetric effects of economic policy uncertainty on Bitcoin's hedging power
Ali, Md Hakim, (2023)
-
Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index
Hazgui, Samah, (2022)
- More ...
-
Direct foreign investment, technology transfer and linkage effects : a case study of Taiwan
Xue, Qi, (1978)
-
Li, Kangli, (2020)
-
Cai, Yuxin, (2020)
- More ...