Fig. 9
From: The time-varying causal relationship between the Bitcoin market and internet attention
Time-varying Granger Causality test results of GSVI (AGSVI) to Bitcoin returns and detected bubbles. Note: Left axis: blue solid line is Q2(GSVI- > Returns), TV-GC test statistics from GSVI to Bitcoin returns; green dotted line is Q2(AGSVI- > Returns), TV-GC test statistic from AGSVI to Bitcoin returns; right axis: blue solid line is -bsadf, the additive inverse of test statistics of bubble occurrence; Gray shade is the detected bubbles