Πλοήγηση ανά Συγγραφέα "Papadamou S., Kyriazis N.A., Tzeremes P.G."
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Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets
Papadamou S., Kyriazis N.A., Tzeremes P.G. (2021)This paper sets out to explore whether the innovative Economic Policy Uncertainty (EPU) index and the safe haven asset of gold influence returns of high-capitalization cryptocurrencies in a non-linear manner. Estimations ...