Year 2024

• Cryptocurrencies as a Speculative Asset: How Much Uncertainty is Included in Cryptocurrency Price?

  Publication

  • T. Ahsan
  • K. Zawadzki
  • K. Mubashir

  - SAGE Open - Year 2024

  The aim of this paper is to examine the relationship between uncertainty indices (Geopolitical Uncertainty Index and Global Economic Policy Uncertainty Index) and cryptocurrencies. This study evaluated the behavior of cryptocurrencies with the evolution of uncertainties (GPU, EPU) on returns and volatility in terms of safe heaven as in traditional specualtive assets it increases their volaitility and reduces risk. For this purpose,...

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Year 2022

• Cryptocurrencies as a speculative asset. How much uncertainty is included in cryptocurrency price?

  Publication

  • K. Zawadzki
  • T. Ahsan

  - Year 2022

  The aim of this paper is to examine the relationship between uncertainty indices (Geopolitical Uncertainty Index and Global Economic Policy Uncertainty Index) and cryptocurrencies. In order to conduct research, the authors collected the data on the major cryptocurrencies (Bitcoin, Ethereum, Tether, Dogecoin and USD coin) which account for 78% of the total market cap. Using panel OLS regression, this study finds that Bitcoin...

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