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...

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Main Authors: Ajmi, Hechem, Arfaoui, Nadia
格式: Article
語言:English
English
出版: Emerald Publishing Limited 2020
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在線閱讀: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
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