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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/62013
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dc.contributor.authorBrian M. Lucey-
dc.contributor.otherSamuel A. Vigne-
dc.contributor.otherLarisa Yarovaya-
dc.contributor.otherYizhi Wang-
dc.date.accessioned2021-08-20T14:48:59Z-
dc.date.available2021-08-20T14:48:59Z-
dc.date.issued2022-
dc.identifier.issn1544-6123-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/62013-
dc.description.abstractWe have developed and made available a new Cryptocurrency Uncertainty Index (UCRY) based on news coverage. Our UCRY Index captures two types of uncertainty: that of the price of cryptocurrency (UCRY Price) and uncertainty of cryptocurrency policy (UCRY Policy). We show that the constructed index exhibits distinct movements around major events in cryptocurrency space. We suggest that this index captures uncertainty beyond Bitcoin, and can be used for academic, policy, and practice-driven research.en
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherElsevier Ltd-
dc.relation.ispartofFinance Research Letters-
dc.rightsThe Author(s)-
dc.subjectCryprocurrenciesen
dc.subjectCryptocurrency uncertainty indexen
dc.subjectPolicy and price uncertaintyen
dc.subjectUncertainty indexen
dc.titleThe cryptocurrency uncertainty indexen
dc.typeJournal Articleen
dc.identifier.doihttps://doi.org/10.1016/j.frl.2021.102147-
ueh.JournalRankingScopus-
item.openairetypeJournal Article-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextOnly abstracts-
item.languageiso639-1en-
Appears in Collections:INTERNATIONAL PUBLICATIONS
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