Aysan, Ahmet Faruk; Demir, Ender; Gözgör, Giray; Lau, Chi Keung Marco
(Elsevier, 2019)
This paper investigates the predictive power of global geopolitical risks (GPR) index on daily returns and price volatility of Bitcoin over the period July 18, 2010-May 31, 2018. Considering Bayesian Graphical Structural ...