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Crypto and U.S. Trade Policy Uncertainty by sangtruong.091075 is a document available to read on EtoBox.

What is Crypto and U.S. Trade Policy Uncertainty about?

This study investigates the causal relationship between U.S. trade policy uncertainty and cryptocurrency returns using a quantile Granger causality test, revealing that cryptocurrency prices can predict trade policy uncertainty across most quantiles. The findings indicate that while cryptocurrencies, particularly Ethereum, serve as early indicators of economic sentiment, trade policy uncertainty primarily affects cryptocurrencies during extreme market conditions. The research emphasizes the need for nonline

Author

sangtruong.091075

Language

EN