Cryptocurrency Uncertainty Indices

Cryptocurrency policy uncertainty index (UCRY Policy) and cryptocurrency price uncertainty index (UCRY Price) are developed from 726.9 million data text mining. 

The published paper here is at Lucey, B. M., Vigne, S. A., Yarovaya, L., & Wang, Y*. (2021). The cryptocurrency uncertainty index. Finance Research Letters, 102147.  

The latest UCRY Weekly Index data can be downloaded from here.  Available until 2023 Q2 now.