Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets
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DOI: 10.1016/j.qref.2020.02.004
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- Roman Matkovskyy & Akanksha Jalan & Michael Dowling, 2020. "Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets," Post-Print hal-03004707, HAL.
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Keywords
Bitcoin; Financial market; Interdependence; Policy uncertainty; Dynamic copula; BVAR;All these keywords.
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