The Cryptocurrency Uncertainty Index

نویسندگان

چکیده

We develop and make available a new Cryptocurrency Uncertainty Index (UCRY) based on news coverage. Our UCRY captures two types of the uncertainty: cryptocurrency price uncertainty (UCRY Price) policy Policy). show that constructed index has distinct movements around major events in space. suggest this beyond Bitcoin, can be used for academic, policy, practice-driven research.

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ژورنال

عنوان ژورنال: Social Science Research Network

سال: 2021

ISSN: ['1556-5068']

DOI: https://doi.org/10.2139/ssrn.3805891