Bitcoin attention and economic policy uncertainty
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Otros documentos de la autoría: GILL DE ALBORNOZ NOGUER, BELEN; Lafuente-Luengo, Juan Angel; Monfort Bellido, Mercedes; Ordonez, Javier
Metadatos
Mostrar el registro completo del ítemcomunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/8648
comunitat-uji-handle3:10234/8649
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INVESTIGACIONMetadatos
Título
Bitcoin attention and economic policy uncertaintyAutoría
Fecha de publicación
2024Editor
ElsevierISSN
1544-6123; 1544-6131Cita bibliográfica
GILL-DE-ALBORNOZ, Belén, et al. Bitcoin attention and economic policy uncertainty. Finance Research Letters, 2023, 104839.Tipo de documento
info:eu-repo/semantics/articleVersión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
This paper explores the role of Economic Policy Uncertainty (EPU) as driver of the Bitcoin public attention. Using Google trends data from January 2010 to November 2021 in a set of 22 countries, a Principal Components ... [+]
This paper explores the role of Economic Policy Uncertainty (EPU) as driver of the Bitcoin public attention. Using Google trends data from January 2010 to November 2021 in a set of 22 countries, a Principal Components Analysis reveals a strong unique commonality on the internet searching patterns for Bitcoin across countries, which suggests that the potential explaining factors of the Bitcoin attention should be global instead of local. The multivariate analysis corroborates this hypothesis since EPU at the country level does not play a significant role in explaining the searching patterns on Google for Bitcoin, while the global EPU does. [-]
Publicado en
Finance Research Letters, 2023, 104839.Entidad financiadora
Ministerio de Ciencia, Innovación y Universidades (MCIU) | Agencia Estatal de Investigaciónn (AEI) | European Regional Development Funds (ERDF) | Universitat Jaume I
Código del proyecto o subvención
PGC2018–095,072-BI00 | PRPPID2021–125317NB-I00 | PID2019–111143GB-C33 | UJIB2020–26
Derechos de acceso
info:eu-repo/semantics/openAccess
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