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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Almeida, J. & Gonçalves, T. C.  (2024). Economic policy uncertainty and cryptocurrencies: A country-level wavelet analysis. The Journal of Alternative Investments. 27 (2), 90-113
Exportar Referência (IEEE) 
J. A. Almeida and T. C. Gonçalves,  "Economic policy uncertainty and cryptocurrencies: A country-level wavelet analysis", in The Journal of Alternative Investments, vol. 27, no. 2, pp. 90-113, 2024
Exportar BibTeX 
@article{almeida2024_1744070479517,
	author = "Almeida, J. and Gonçalves, T. C. ",
	title = "Economic policy uncertainty and cryptocurrencies: A country-level wavelet analysis",
	journal = "The Journal of Alternative Investments",
	year = "2024",
	volume = "27",
	number = "2",
	doi = "10.3905/jai.2024.1.219",
	pages = "90-113",
	url = "https://www.pm-research.com/content/iijaltinv"
}
Exportar RIS 
TY  - JOUR
TI  - Economic policy uncertainty and cryptocurrencies: A country-level wavelet analysis
T2  - The Journal of Alternative Investments
VL  - 27
IS  - 2
AU  - Almeida, J.
AU  - Gonçalves, T. C. 
PY  - 2024
SP  - 90-113
SN  - 1520-3255
DO  - 10.3905/jai.2024.1.219
UR  - https://www.pm-research.com/content/iijaltinv
AB  - This article employs a wavelet-based methodology to analyze and characterize the relationships between cryptocurrencies and country-specific economic policy uncertainty (EPU). The authors analyze these relationships over the different stages of the COVID pandemic (pre-COVID, COVID, and post-COVID), and across various investment frequencies. Their results show that the cryptomarket does not function as a hedge or safe haven against economic policy uncertainty at the country level. Moreover, they find these relationships to be dynamic, evolving across specific time periods. Notably, during the COVID-19 pandemic, there was an increase in relationships, indicating the pandemic’s impact on market dynamics. Their analysis highlights the prevalence of these relationships at short-term investment horizons, noting the significant participation of retail investors actively involved in high-frequency trading. Lastly, the findings strongly align with the adaptive market hypothesis (AMH), emphasizing that investor behavior is subject to behavioral biases, and rationality is not always evident.
ER  -