The paper analyzes the effect of monetary policy uncertainty on cryptocurrency volatility. We find that monetary policy uncertainty is an important driver of cryptocurrency volatility. However, contrary to the conventional wisdom that high uncertainty will lead to high volatility of financial...

In most applications of DEA with internal structures in the literature, the models are designed to evaluate the performance of homogeneous Decision Making Units (DMUs). In many instances, however, DMUs operating in a similar technological environment may have different internal structures. In...