README.md

Disentangling how Bitcoin, currencies and their relations are affected by policy uncertainty

To successfully replicate our research, run the code in the following order:

1. 1DataAnalysis.R
2. 2GarchSelection.R
3. 3DccSelection.R
4. 4DccMidas.R
5. 5TVAR.R
6. 6Connectedness.R

NOTE: Do not forget to set the working directory in "1DataAnalysis.R”.