Categorical uncertainty in policy and bitcoin volatility
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DOI: 10.1016/j.frl.2023.104664
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Cited by:
- Liu, Ke & Fu, Qiang & Ma, Qing & Ren, Xiang, 2024. "Does geopolitical risk affect exports? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1558-1569.
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Keywords
Bitcoin volatility; Fiscal policy-related uncertainty; Monetary policy-related uncertainty; GARCH-MIDAS;All these keywords.
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