Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods
In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and covering the period of 1 October 2013 to 31 January...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI
2022
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Subjects: | |
Online Access: | View Fulltext in Publisher |