Cryptocurrency Uncertainty Indices

The cryptocurrency policy uncertainty index (UCRY Policy) and cryptocurrency price uncertainty index (UCRY Price) were developed using 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 2024 Q4 now.

A NotebookLM generated audio discussion of the paper is available here.