Nasreen, Samia; Tiwari, Aviral Kumar; Jiang, Zhuhua; … - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-14
In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated … by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 … positive return interdependence between BTC and EPU is high in the short term, and this dependence decreases as investment …