2024
DOI: 10.4236/tel.2024.143059
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Investigating the Impact of Geopolitical Risks and Uncertainty Factors on Bitcoin

José Daniel Cardoso Rodrigues,
Petros Golitsis,
Pavlos Gkasis

Abstract: With the rise of cryptocurrencies and their appeal as alternative investment assets, this study, using daily and weekly data from early 2015 to late 2023, aims to analyze the influence of economic and geopolitical uncertainty factors on cryptocurrencies, particularly Bitcoin, and forecast their volatility using GARCH, EGARCH, and GJR-GARCH models. Our findings reveal that the Geopolitical Acts Index (GPAs), the U.S. Economic Policy Uncertainty Index (EPU), and the Volume of Bitcoin transactions exhibit a posit… Show more

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