Quantifying Cross-Correlations between Economic Policy Uncertainty and Bitcoin Market: Evidence from Multifractal Analysis

<div>Generalized Hurst exponent of <i>h</i>(<i>q</i>) versus <i>q</i> for BTC and USEPU cross-correlation, the correlation within BTC, and the correlation within USEPU.</div>

Discrete Dynamics in Nature and Society

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Figure 5

Figure 5: Quantifying Cross-Correlations between Economic Policy Uncertainty and Bitcoin Market: Evidence from Multifractal Analysis 