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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Frontiers Media S.A.
2021-03-01
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Series: | Frontiers in Public Health |
Subjects: | |
Online Access: | https://www.frontiersin.org/articles/10.3389/fpubh.2021.651051/full |