What drives Bitcoin's price crash risk?
(2019)
Journal Article
Kalyvas, A., Papakyriakou, P., Sakkas, A., & Urquhart, A. (2020). What drives Bitcoin's price crash risk?. Economics Letters, 191, https://doi.org/10.1016/j.econlet.2019.108777
We examine the association of the Bitcoin price crash risk with economic uncertainty and behavioral factors. We show that economic uncertainty displays a negative and significant association with Bitcoin price crash risk, indicating that when economi... Read More about What drives Bitcoin's price crash risk?.