Navigating Global Uncertainty: Examining the Effect of Geopolitical Risks on Cryptocurrency Prices and Volatility in a Markov-Switching Vector Autoregressive Model
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DOI: 10.1080/10168737.2024.2393589
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- Ben Nouir, Jihed & Ben Haj Hamida, Hayet, 2023. "How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?," Research in International Business and Finance, Elsevier, vol. 64(C).
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