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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2022
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| 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 |