Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Year of publication: |
2018
|
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Authors: | Demir, Ender ; Gozgor, Giray ; Lau, Chi Keung ; Vigne, Samuel A. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 145-149
|
Subject: | Bitcoin | Cryptocurrencies | Economic policy uncertainty | Bayesian graphical model | Quantile-on-quantile regression | Structural vector autoregressive | Wirtschaftspolitik | Economic policy | Virtuelle Währung | Virtual currency | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Risiko | Risk | Prognoseverfahren | Forecasting model |
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