Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis
This paper examines the hedge and safe-haven abilities of Bitcoin against U.S. aggregate and categorical economic policy uncertainty (EPU) via the application of quantile regression model augmented with a dummy and some control variables. Using monthly data from September 2011 to December 2019, empi...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2021-05-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440211016377 |