Economic Policy Uncertainty in China and Bitcoin Returns: Evidence From the COVID-19 Period

This paper analyses the effects of the Chinese Economic Policy Uncertainty (CEPU) index on the daily returns of Bitcoin for the period from December 31, 2019 to May 20, 2020. Utilizing the Ordinary Least Squares (OLS) and the Generalized Quantile Regression (GQR) estimation techniques, the paper ill...

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Bibliographic Details
Main Authors: Tiejun Chen, Chi Keung Marco Lau, Sadaf Cheema, Chun Kwong Koo
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-03-01
Series:Frontiers in Public Health
Subjects:
EPU
Online Access:https://www.frontiersin.org/articles/10.3389/fpubh.2021.651051/full