Table 1 Variables employed
Variable | Name used in the paper | Source |
|---|---|---|
Bitcoin price index | BITCOIN | CoinDesk |
Bitcoin trading volume | BIT TRD | Bitcoincharts |
Brent oil price index | OIL | Federal Reserve Economic Data |
Natural gas index | GAS | Bloomberg |
S&P Goldman Sachs commodity index | COMMO | Bloomberg |
Gold bullion USD/troy ounce rate | GOLD CASH | Federal Reserve Economic Data |
CMX gold futures 100 oz rate in USD | GOLD FUTURE | Bloomberg |
Silver price index | SILVER | Federal Reserve Economic Data |
US consumer price index | USCPI | Federal Reserve Economic Data |
Effective federal funds rate | EFFR | Federal Reserve Economic Data |
ECB deposit facility rate | ECB DFR | Bloomberg |
Bloomberg US corporate bond index | USCOR BND | Bloomberg |
Pimco investment grade corporate bond index | PIMCO BND | Bloomberg |
St. Louis Fed financial stress index | STRESS | Federal Reserve Economic Data |
EUR/USD exchange rate | EUR/USD | Federal Reserve Economic Data |
GBP/USD exchange rate | GBP/USD | Federal Reserve Economic Data |
CNY/USD exchange rate | CNY/USD | Federal Reserve Economic Data |
New York Stock Exchange index | NYSE | Bloomberg |
S&P 500 index | SP 500 | Bloomberg |
Nasdaq index | NASDAQ | Bloomberg |
Financial times stock exchange 100 index | FTSE 100 | Bloomberg |
Nikkei 225 index | NIKKEI | Quandl |
Shanghai composite index | SHANGHAI | Quandl |
MSCI world index | MSCI | Bloomberg |
Global hedge fund index | HEDGE | Bloomberg |
Global economic policy uncertainty index | UNCER WRD | Economic Policy Uncertainty |
US economic policy uncentainty index | UNCER US | Economic Policy Uncertainty |
UK economic policy uncentainty index | UNCER UK | Economic Policy Uncertainty |
Michigan consumer sentiment index | CONSUME | University of Michigan |
Google trend for the term ‘Bitcoin’ | R package ‘gtrendsR’ | |
Wikipedia trend for the article on Bitcoin | WIKI | R package ‘wikipediatrend’ and Wikimedia Toolforge |