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War-driven attention and cryptocurrency returns: The case of the Russia–Ukraine war

The paper investigates how attention to the Russia-Ukraine war affects cryptocurrency returns by creating a Google search volume index (GSVI) using Google trends keywords. It finds that crypto returns react positively to attention to war and negatively to the volatility index (VIX), demonstrating th...

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Auteurs principaux: Arushi Verma, Madhumita Chakraborty
Format: Artigo
Langue:Inglês
Publié: Elsevier 2025-03-01
Collection:IIMB Management Review
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Accès en ligne:http://www.sciencedirect.com/science/article/pii/S0970389625000047
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