Effects of the political risk on Bitcoin return and volatility: evidence from the 2016 US presidential election
Purpose – This paper aims to investigate the effect of the political risk on Bitcoin return and volatility during the 2016 US pre-election and post-election periods. Design/methodology/approach – A daily composite political risk index is calculated by using the principal component analysis and Goog...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Emerald Publishing Limited
2020
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/86668/7/86668_Effects%20of%20the%20political%20risk%20on%20Bitcoin_SCOPUS.pdf http://irep.iium.edu.my/86668/13/86668_Effects%20of%20the%20political%20risk%20on%20Bitcoin.pdf http://irep.iium.edu.my/86668/ https://www.emerald.com/insight/content/doi/10.1108/JFEP-01-2020-0010/full/html |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Islam Antarabangsa Malaysia |
| Language: | English English |