UI Haq, Inzamam; Bouri, Elie - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-16
, Powerledger, Stellar, Ripple) cryptocurrencies and two cryptocurrency uncertainty indices (UCRY price and UCRY policy). Using … cryptocurrencies show consistent positive and identical co-movements with both cryptocurrency uncertainty indices at the short … price/policy indices, which suggests the possible role of dirty/green cryptocurrencies as a weak hedge for UCRY price and …