Tayyaba Ahsan - Publications - Bridge of Knowledge

Tayyaba Ahsan

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uncertainty, speculative asset, geopolitical risk, global economic policy, cryptocurrency

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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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