Browsing Trinity Business School by Author "Gozgor, Giray"
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Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
Vigne, Samuel; Demir, Ender; Gozgor, Giray; Lau, Marco Chi Keung (2018)This paper analyzes the prediction power of the economic policy uncertainty (EPU) index on the daily Bitcoin returns. Using the Bayesian Graphical Structural Vector Autoregressive model as well as the Ordinary Least Squares ...