Use uppercase letter(s).
Note that the title of the Bible is capitalized but not italicized, according to MLA conventions.
The adjective “Shakespearean” is capitalized; “biblical” is not, if you are following MLA conventions.
“Elizabethan” and “Jacobean” are capitalized. However, “early modern” and “medieval” are generally not (but check whatever style guide you have been asked to follow).