Ekonomi Politika Belirsizliğinin ve Para Politikası Belirsizliğinin Kripto Para Piyasası Üzerindeki Etkisi

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dc.contributor.authorKadooglu-Aydin, Gulden
dc.contributor.authorKaplan-Yildirim, Ruya
dc.contributor.authorMunyas, Turgay
dc.date.accessioned2026-02-27T07:33:14Z
dc.date.available2026-02-27T07:33:14Z
dc.date.issued2025
dc.description.abstractThis study examines how Economic Policy Uncertainty (EPU) and Monetary Policy Uncertainty (MPU) affect the returns often different cryptoassets using Quantile Regression (QR) and Robust Least Squares (RLS) methods. Quantile regression allows a nuanced examination of how these uncertainties affect returns at different levels under market conditions. Using monthly data from January 1, 2018, to June 1, 2024, the analysis shows that MPU has a negative impact on cryptoasset returns under normal and bull market conditions. However, this effect diminishes during bear market periods. Conversely, EPU has a significant negative impact only during bull markets. These results suggest that market conditions critically shape the sensitivity of cryptoassets to uncertainty, with such effects amplified during bull market periods.
dc.identifier.doi10.17233/sosyoekonomi.2025.04.13
dc.identifier.endpage306
dc.identifier.issn1305-5577
dc.identifier.issue66
dc.identifier.startpage289
dc.identifier.urihttp://dx.doi.org/10.17233/sosyoekonomi.2025.04.13
dc.identifier.urihttps://hdl.handle.net/20.500.14669/4504
dc.identifier.volume33
dc.identifier.wosWOS:001603646300013
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakTR-Dizin
dc.language.isoen
dc.publisherSosyoekonomi Society
dc.relation.ispartofSosyoekonomi
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_20260302
dc.subjectMonetary Policy Uncertainty
dc.subjectEconomic Policy Uncertainty
dc.subjectQuantile Regression
dc.subjectCryptocurrencies
dc.titleEkonomi Politika Belirsizliğinin ve Para Politikası Belirsizliğinin Kripto Para Piyasası Üzerindeki Etkisi
dc.typeArticle

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