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Disentangling how Bitcoin, currencies and their relations are affected by policy uncertainty

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Disentangling how Bitcoin, currencies and their relations are affected by policy uncertainty

To successfully replicate our research, run the code in the following order:

  1. 1DataAnalysis.R
  2. 2GarchSelection.R
  3. 3DccSelection.R
  4. 4DccMidas.R
  5. 5TVAR.R
  6. 6Connectedness.R

NOTE: Do not forget to set the working directory in "1DataAnalysis.R”.

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Disentangling how Bitcoin, currencies and their relations are affected by policy uncertainty

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