Srinivasan, Palamalai; Maity, Bipasha; Kumar, K. Krishna - In: Review of Economic Analysis : REA 14 (2022) 1, pp. 143-175
Bitcoins are evolving as a modern class of investment assets and it is crucial for investors to manage their investment risk. This paper examines the impact of macroeconomic-financial indicators on Bitcoin price using symmetric and asymmetric version of autoregressive distributed lag (ARDL)...