Co-movement and Granger causality between Bitcoin and M2, inflation and economic policy uncertainty: evidence from the U.K. and Japan

This study aims to investigate the co-movement and Granger causality between Bitcoin prices (BTC) and M2 (cash, demand, and time deposits), inflation, and economic policy uncertainty (EPU) in the U.K. and Japan. It uses monthly data from 31 July 2010 to 30 August 2020 and employs the wavelet coheren...

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Detalles Bibliográficos
Autores principales: Sarker, Provash Kumer, Wang, Lei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9614855/
https://www.ncbi.nlm.nih.gov/pubmed/36311370
http://dx.doi.org/10.1016/j.heliyon.2022.e11178

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9614855/
https://www.ncbi.nlm.nih.gov/pubmed/36311370
http://dx.doi.org/10.1016/j.heliyon.2022.e11178

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