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

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404C246 404 281 365 281 293V278C260 262 186 232 124 213C69 194 41 161 41 112C41 47 92 -12 163 -12C195 -12 243 25 283 51C288 35 293 22 308 7C319 -4 339 -12 354 -12L442 39ZM281 87C262 68 226 51 199 51C169 51 129 74 129 126C129 162 151 181 190 198C211 208 259 229 281 240V87Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,70.962,3.132)"><path d="M482 0V30C420 38 407 48 370 103L273 248C308 299 331 332 352 357C387 397 401 404 463 409V439H277V409C318 405 324 400 307 369C290 337 270 307 251 279L194 367C175 396 180 402 220 409V439H18V409C74 401 87 395 117 349L204 213C173 168 147 130 119 95C78 46 67 38 5 30V0H195V30C144 38 143 47 162 79C181 112 202 149 225 181L297 70C314 43 307 35 264 30V0H482Z"></path></g></svg></span></td></tr><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr><td class="align_left">BTC</td><td class="align_center">2.351</td><td class="align_center">1.343</td><td class="align_center">1.008</td></tr><tr><td class="align_left">USEPU</td><td class="align_center">1.413</td><td class="align_center">0.810</td><td class="align_center">0.603</td></tr><tr><td class="align_left">BTC-USEPU cross-correlation</td><td class="align_center">1.494</td><td class="align_center">1.077</td><td class="align_center">0.417</td></tr><tr class="table-tr"><td colspan="4"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Max, min, and delta values of the Hölder exponent.</div>

Discrete Dynamics in Nature and Society

tab2

Table 2

Table 2: Quantifying Cross-Correlations between Economic Policy Uncertainty and Bitcoin Market: Evidence from Multifractal Analysis 