1. Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Saeed, Tareq.
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2. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos.
   In: Computational Economics.
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3. Economic Policy Uncertainty and Cryptocurrency Market as a Risk Management Avenue: A Systematic Review. (2021). Suksatan, Wanich ; Chupradit, Supat ; Ul, Inzamam ; Huo, Chunhui ; Maneengam, Apichit.
   In: Risks.
   RePEc:gam:jrisks:v:9:y:2021:i:9:p:163-:d:630889.

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4. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Ahmad, Tanveer ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111.

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5. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos.
   In: Working Papers.
   RePEc:pre:wpaper:202003.

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6. Bitcoins innovative aspects, return volatility and uncertainty shocks. (2020). Frascaroli, Bruno Ferreira.
   In: International Journal of Financial Markets and Derivatives.
   RePEc:ids:ijfmkd:v:7:y:2020:i:3:p:224-245.

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7. Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Mokni, Khaled ; Bouri, Elie ; Ajmi, Ahdi Noomen.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451.

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8. Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348.

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9. Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie.
   In: Working Papers.
   RePEc:pre:wpaper:201980.

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1. 8 Based on the equality of the regression coefficients test of Paternoster et al. (1998), the estimate of  across the two sub-samples is found not to be different in the statistical sense.
   Paper not yet in RePEc: Add citation now
   
2. 9 For the sub-sample 2011:10 to 2015:12,  is equal to-0.061, with a t-statistic of-2.152, i.e. significant at the 5% level.
   Paper not yet in RePEc: Add citation now
   

3. Baker, S., Bloom, N., Davis, S. (2016). Measuring economic policy uncertainty. Quarterly Journal of Economics, 131(4), 1593 – 1636.

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5. Barroso, P., Santa-Clara, P. (2015). Momentum has its Moments. Journal Financial Economics, 116, 111–120. switching model (without regime-specific error variances), we are able to obtain a significant negative relationship at the 10% level for the regime in which the conditional mean of the realized correlation is relatively higher. So, for China, we find weak evidence for the hedging ability of Bitcoin relative to its stock market in the wake of increased trade uncertainties. Complete details of these results are available upon request from the authors.

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9. Engle, R. (2002). Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models. Journal of Business & Economic Statistics, 20(3), 339-50.

10. Fang, L., Bouri, E., Gupta, R., Roubaud, D. (2018). Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? International Review of Financial Analysis, 61, 39-36.

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12. McAleer, M. (2019). What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. Journal of Risk and Financial Management, 12(2), 1-9.

13. Newey, W., West, K. (1987). A simple positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix. Econometrica, 55, 703–08.

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15. Platanakis, E., Sutcliffe, C., Urquhart, A. (2018). Optimal vs naïve diversification in cryptocurrencies. Economics Letters, 171, 93-96. APPENDIX

16. Schwert, G.W., Seguin, P.J. (1990). Heteroskedasticity in Stock Returns. Journal of Finance, 45, 1129–1155.

1. The effect of regime change on entrepreneurship: A real options approach with evidence from US gubernatorial elections. (2024). Lucas, David S.
   In: Journal of Business Venturing.
   RePEc:eee:jbvent:v:39:y:2024:i:4:s0883902624000168.

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2. Crisis rescue via direct purchase: Evidence from China. (2024). Xu, Yongxin ; Zhang, Xiaoyan ; Li, LU ; Zheng, Gaoping ; Liu, Chunbo.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001407.

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3. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
   In: The World Economy.
   RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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4. Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty. (2023). Liu, Zhenhua ; Duan, Zhaoping ; Zhu, Tingting ; Wu, Shan ; Xuan, Shanqi ; Ding, Zhihua.
   In: Applied Economics.
   RePEc:taf:applec:v:55:y:2023:i:9:p:963-989.

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5. Trade in times of uncertainty. (2023). Oberhofer, Harald ; Meyer, Birgit ; Matzner, Anna.
   In: The World Economy.
   RePEc:bla:worlde:v:46:y:2023:i:9:p:2564-2597.

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6. Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium. (2023). Gasparini, Matteo.
   In: INET Oxford Working Papers.
   RePEc:amz:wpaper:2023-23.

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7. Towards extracting collective economic narratives from texts. (2022). Muller, Henrik ; Jentsch, Carsten ; Schmidt, Tobias ; Reccius, Matthias ; Lange, Kai-Robin.
   In: Ruhr Economic Papers.
   RePEc:zbw:rwirep:963.

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8. On the uncertainty-global bank linkage nexus: The moderation of crises, financial regulations, and institutional quality. (2022). Doan, Thang ; Nguyen, Tien ; Hoang, Dung Phuong.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09593-9.

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9. The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach. (2022). Murad, S. M. Woahid ; Woahid, S M.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09589-5.

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10. Economic policy uncertainty and the US stock market trading: non-ARDL evidence. (2022). Amani, Ramin ; Habibi, Fateh ; Javaheri, Bakhtiar.
    In: Future Business Journal.
    RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00150-8.

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11. Impact of the COVID-19 on foreign direct investment inflows in emerging economies: evidence from panel quantile regression. (2022). Koak, Sinem ; Bari-Tuzemen, Ozge.
    In: Future Business Journal.
    RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00133-9.

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12. Raising capital amid economic policy uncertainty: an empirical investigation. (2022). Bhatti, Muhammad ; Ashraf, Dawood ; Khawaja, Mohsin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00379-w.

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13. Does economic policy uncertainty affect bank profitability?. (2022). Ozili, Peterson ; Arun, Thankom.
    In: MPRA Paper.
    RePEc:pra:mprapa:114403.

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14. Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?. (2022). Basher, Syed ; Perry, Sadorsky ; Abul, Basher Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:113293.

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15. What drives Indian inflation? Demand or supply. (2022). Goyal, Ashima ; Kumar, Abhishek.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2022-013.

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16. The Effect of Economic Policy Uncertainty on Green Technology Innovation: Evidence from China’s Enterprises. (2022). Xia, Yinshuang ; Yang, Xuan ; Mao, Shihao ; Sun, Luxuan ; Feng, Chao.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:18:p:11522-:d:914590.

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17. Does Firm Political Risk Affect the Relationship between Corporate Social Responsibility and Firm Value?. (2022). Bouslah, Kais ; Marhfor, Ahmed ; Hmaittane, Abdelmajid.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:18:p:11217-:d:909175.

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18. Partisan Conflict, National Security Policy Uncertainty and Tourism. (2022). Luo, Xue ; Gao, Wang ; Yang, Shixiong ; Zhang, Rufei ; Fan, Qingzhu.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:17:p:10858-:d:903117.

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19. Pandemic-Era Uncertainty. (2022). Meyer, Brent ; Davis, Steven ; bloom, nicholas ; Barrero, Jose Maria ; Mihaylov, Emil ; Altig, David.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:338-:d:876317.

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20. The Triple Bottom Line of Sustainable Entrepreneurship and Economic Policy Uncertainty: An Empirical Evidence from 22 Countries. (2022). Hu, Zimin ; Liu, Zhongdi ; Gu, Wentao ; Pan, Hairui.
    In: IJERPH.
    RePEc:gam:jijerp:v:19:y:2022:i:13:p:7758-:d:846838.

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21. Executive Overconfidence, Digital Transformation and Environmental Innovation: The Role of Moderated Mediator. (2022). Zhou, Shuya ; Miao, Shujuan ; Zhang, Ming.
    In: IJERPH.
    RePEc:gam:jijerp:v:19:y:2022:i:10:p:5990-:d:815856.

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22. Social Learning and Behavioral Change When Faced with the COVID-19 Pandemic: A big data analysis. (2022). Makoto, Yano ; Masahiro, Sato ; Rui, Ota ; Arata, Ito.
    In: Discussion papers.
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23. Macroeconomic Determinants of Corporate Credit Spreads: Evidence from Canada. (2022). Jahan, Nusrat.
    In: Carleton Economic Papers.
    RePEc:car:carecp:22-07.

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24. Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre.
    In: CREATES Research Papers.
    RePEc:aah:create:2022-10.

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25. Uncertainty is bad for Business. Really?. (2021). VAUDAY, Julien ; SERRANITO, Francisco ; Himounet, Nicolas.
    In: Working Papers.
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26. Impact of Economic Policy Uncertainty on Carbon Emissions: Evidence from 137 Multinational Countries. (2021). Geng, Yong ; Xia, Xi-Qiang ; Wang, Quan-Jing.
    In: IJERPH.
    RePEc:gam:jijerp:v:19:y:2021:i:1:p:4-:d:707282.

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27. Economic policy uncertainty and cryptocurrency volatility. (2021). Yen, Kuang-Chieh ; Cheng, Hui-Pei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310189.

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28. Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.

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29. Overall and time-varying effects of global and domestic uncertainty on the Korean economy. (2021). Suh, Hyunduk ; Hwang, Sojung.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000737.

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30. Trade and Uncertainty. (2020). Taylor, Alan ; Novy, Dennis.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:102:y:2020:i:4:p:749-765.

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31. Contractionary Devaluation Risk: Evidence from the Free Silver Movement, 1878-1900. (2020). Weiss, Colin.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:102:y:2020:i:4:p:705-720.

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32. Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
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33. Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets. (2020). Matkovskyy, Roman ; Jalan, Akanksha ; Dowling, Michael.
    In: Post-Print.
    RePEc:hal:journl:hal-03004707.

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34. Risky bank guarantees. (2020). Zinna, Gabriele ; Sarno, Lucio ; Mäkinen, Taneli ; Makinen, Taneli.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522.

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35. GDP announcements and stock prices. (2020). Funashima, Yoshito ; Ohtsuka, Yoshihiro ; Iizuka, Nobuo.
    In: Journal of Economics and Business.
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36. International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending. (2019). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik.
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37. Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587.

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38. Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania.
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39. Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem.
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40. Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa.
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41. Media Sentiment and International Asset Prices. (2018). Ranciere, Romain ; PUY, Damien ; Lee, Do ; Fraiberger, Samuel P.
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42. Determinants of U.S. Business Investment. (2018). Kopp, Emanuel.
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43. Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle. (2017). Moons, Cindy ; Aarle, Bas.
    In: Journal of Business Cycle Research.
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44. Exchange Rate Bands of Inaction and Hysteresis in EU Exports to the Global Economy – The Role of Uncertainty. (2017). Kronen, Dominik ; Belke, Ansgar.
    In: ROME Working Papers.
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45. Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
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46. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Ali, Sajid ; Raza, Naveed.
    In: Resources Policy.
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47. Government ownership and exposure to political uncertainty: Evidence from China. (2017). Zhou, Zhengyi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:84:y:2017:i:c:p:152-165.

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48. Incertidumbre acerca de la política fiscal y ciclo económico. (2017). Rincon-Castro, Hernan ; Delgado-Rojas, Martha Elena.
    In: Borradores de Economia.
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49. On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area. (2016). Röhe, Oke ; Meinen, Philipp ; Rohe, Oke.
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50. Escaping the Great Recession. (2016). Melosi, Leonardo ; Bianchi, Francesco.
    In: Working Paper Series.
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