Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis

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...

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Bibliographic Details
Main Authors:	Khaled Mokni, Elie Bouri, Ahdi Noomen Ajmi, Xuan Vinh Vo
Format:	Article
Language:	English
Published:	SAGE Publishing 2021-05-01
Series:	SAGE Open
Online Access:	https://doi.org/10.1177/21582440211016377

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