Impact of Musk’s Remarks on Volatility of Cryptocurrencies
收藏NIAID Data Ecosystem2026-05-02 收录
下载链接:
https://data.mendeley.com/datasets/42wpfzhkvb
下载链接
链接失效反馈官方服务:
资源简介:
Daily observations from January 1, 2018, to December 31, 2022.
1. Price of Dogecoin
2. Financial Times Stock Exchange-100 Index (FTSE)
3. Treasury Yield 10-Year (TNX)
4. Gold Price (GOLD)
5. US Dollar-Euro Exchange Rate (USDEUR)
6. US Dollar-Great Britain Pound Exchange Rate (USDGBP)
7. Two dummy variables are included for Musk’s favorable and unfavorable tweets during COVID-19 period between March 1, 2020, to June 30, 2021.
A total of 1226 observations with no missing data points.
Gold_Price = Gold Price
FTSE-100_Price = Financial Times Stock Exchange-100 Index
BTC_Price = Price of Bitcoin
Doge_Price = Price of Dogecoin
EURUSDX = US Dollar-Euro Exchange Rate
GBPUSDX = US Dollar- Great Britain Pound Exchange Rate
Treasury Yields 10 Years = Treasury Yield 10-year
BTC_F = Dummy Variable for Musk Tweet in Favor of Bitcoin
BTC_U = Dummy Variable for Musk Tweet not in favor of Bitcoin
DOG_F = Dummy Variable for Musk Tweet in Favor of Dogecoin
DOG_U = Dummy Variable for Musk Tweet not in favor of Dogecoin
COVID = Dummy Variable for COVID-19 1/03/2020 to 30/06/2021
Source: https://finance.yahoo.com ; https://x.com/elonmusk
创建时间:
2024-12-30



