J. Risk Financial Manag., Volume 13, Issue 2 (February 2020) – 21 articles
Cover Story (view full-size image): We find that variables such as economic policy uncertainty and stock market volatility are among the most important for bitcoin. We also trace strong evidence of bubbly bitcoin behavior, especially in the 2017–2018 period, as well as evidence that internet trends can expedite the creation and the burst of a bubble. We find a minor importance of FX markets and monetary policy, but a higher importance of traditional stock market returns. Commodity markets appear not to play a role, while the opposite holds for government bond yields. View this paper.
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