Crypto market relationships with bric countries' uncertainty – A wavelet-based approach

• Published in: Technological forecasting & social change Vol. 200; p. 123078
• Main Authors: Almeida, José, Gaio, Cristina, Gonçalves, Tiago Cruz
• Format: Journal Article
• Language: English
• Published: Elsevier Inc 01.03.2024
• Subjects: BRIC; Cryptocurrency; EPU; GPR; Wavelets; F50; F65; F64; G11; GPR; F68; G15; F15; G14; EPU; G28; Wavelets; BRIC; Cryptocurrency

This study focuses on exploring the relationships between different categories of crypto assets and measures of uncertainty in BRIC countries, specifically examining geopolitical risk (GPR) and economic policy uncertainty (EPU). Our findings indicate that the co-movement of the EPU and GPR indexes w...