Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the
cryptocurrency market as a risk management avenue has got the attention of researchers …

Bitcoin is considered to be an exclusive marvel of the Fourth Industrial Revolution, and is
one of the most sophisticated technological and financial products. It has long been a pivot …

There has been increased interest in applying artificial intelligence (AI) in various settings to
inform decision‐making and facilitate predictive analytics. In recent times, there have also …

Employing the new measure of the contagion effect of the COVID-19, ie the Infectious
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …

Economic policy uncertainty and particularly COVID-19 has stimulated the need to
investigate alternative avenues for policy risk management. In this context, this study …

In the wake of proliferation of cryptocurrencies and growing concerns regarding their
environmental impact, we investigate the dynamic co-movement of digital assets and …

This study investigates the impact of global and national economic policy uncertainty (EPU)
on Bitcoin returns and long-term volatility based on the MIDAS framework. Similar results …

Most previous studies focusing on the effect of the economic policy uncertainty (EPU) on the
Bitcoin price do not assess for market conditions and assume that this effect is symmetric. To …

We investigate the median and tail dependence between cryptocurrency and stock market
returns of BRICS and Developed countries using a newly developed nonparametric …

This paper analyzes the response of cryptocurrency returns to the movement of economic
policy uncertainty (EPU) and stock market volatility (VIX), as well as a few macroeconomic …