Janjua, Laeeq Razzak; Gigauri, Iza; … - In: Risks : open access journal 12 (2024) 4, pp. 1-21
This paper explores the relationship between Bitcoin returns, the consumer price index, and economic policy uncertainty. Employing the QARDL method, this study examines both short- and long-term dynamics between macroeconomic factors and Bitcoin returns. Our analysis of monthly time series data...