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Effects of the geopolitical risks on Bitcoin returns and volatility

Aysan, Ahmet Faruk; Demir, Ender; Gozgor, Giray; Lau, … - In: Research in international business and finance 47 (2019), pp. 511-518

Persistent link: https://www.econbiz.de/10012135791

Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation

Demir, Ender; Gozgor, Giray; Lau, Chi Keung; Vigne, … - In: Finance research letters 26 (2018), pp. 145-149

Persistent link: https://www.econbiz.de/10012005628

Impact of Russia-Ukraine war attention on cryptocurrency : evidence from quantile dependence analysis

Khalfaoui, Rabeh; Gozgor, Giray; Goodell, John W. - In: Finance research letters 52 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014472182

Forecasting value-at-risk of cryptocurrencies with riskmetrics type models

Liu, Wei; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Research in international business and finance 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012581358

Does Economic Policy Uncertainty Affect Cryptocurrency Markets? Evidence from Twitter-Based Uncertainty Measures

Wu, Wanshan - 2020

Using the daily frequency data for the period from August 9, 2015, to July 7, 2020, this paper re-examines the effects of the Economic Policy Uncertainty (EPU) on returns of four cryptocurrencies: Bitcoin, Ethereum, Litecoin, and Ripple. For this purpose, two new measures of the EPU...

Persistent link: https://www.econbiz.de/10012827031

The causal relationship between Bitcoin attention and Bitcoin returns : evidence from the Copula-based Granger causality test

Dastgir, Shabbir; Demir, Ender; Downing, Gareth; … - In: Finance research letters 28 (2019), pp. 160-164

Persistent link: https://www.econbiz.de/10012388046

The relationship between Bitcoin returns and trade policy uncertainty

Gozgor, Giray; Tiwari, Aviral Kumar; Demir, Ender; … - In: Finance research letters 29 (2019), pp. 75-82

Persistent link: https://www.econbiz.de/10012417919

Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model

Shi, Yongjing; Tiwari, Aviral Kumar; Gozgor, Giray; Lu, Zhou - In: Research in international business and finance 53 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012549821

Causality and dynamic spillovers among cryptocurrencies and currency markets

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040

Persistent link: https://www.econbiz.de/10013184641

Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures

Wu, Wanshan; Tiwari, Aviral Kumar; Gozgor, Giray; … - In: Research in international business and finance 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013286535