Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness

This study aims to investigate the spillover effects from geopolitical risks (proxied by the geopolitical risk index) and cryptocurrencies-related uncertainty (proxied by the Cryptocurrency Uncertainty Index) to cryptocurrencies. We utilise the Baruník and Křehlík (2018) framework to detect timefreq...

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Main Author: Rao, Amar (author)
Other Authors: Dagar, Vishal (author), Dagher, Leila (author), Shobande, Olatunji A. (author)
Format: article
Published: 2024
Online Access:http://hdl.handle.net/10725/17935
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://econpapers.repec.org/paper/pramprapa/120582.htm
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author Rao, Amar
author2 Dagar, Vishal
Dagher, Leila
Shobande, Olatunji A.
author2_role author
author
author
author_facet Rao, Amar
Dagar, Vishal
Dagher, Leila
Shobande, Olatunji A.
author_role author
dc.creator.none.fl_str_mv Rao, Amar
Dagar, Vishal
Dagher, Leila
Shobande, Olatunji A.
dc.date.none.fl_str_mv 2024
2024
2026-04-15T11:57:41Z
2026-04-15T11:57:41Z
dc.identifier.none.fl_str_mv http://hdl.handle.net/10725/17935
Rao, A., Dagar, V., Dagher, L., & Shobande, O. (2024). Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. University Library of Munich, Germany.
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://econpapers.repec.org/paper/pramprapa/120582.htm
dc.language.none.fl_str_mv en
dc.rights.*.fl_str_mv info:eu-repo/semantics/openAccess
dc.title.none.fl_str_mv Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness
dc.type.none.fl_str_mv Article
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/article
description This study aims to investigate the spillover effects from geopolitical risks (proxied by the geopolitical risk index) and cryptocurrencies-related uncertainty (proxied by the Cryptocurrency Uncertainty Index) to cryptocurrencies. We utilise the Baruník and Křehlík (2018) framework to detect timefrequency connectedness. Our investigation for the period 2017 to 2022 discovers significant spillover effects from both indices to cryptocurrencies. Utilising the information transmission theory and network graphs, our findings reveal that some cryptocurrencies function as net receivers of spillovers from geopolitical risks and uncertainty in the short-term, while over longer time horizons they transform into net transmitters of spillovers to uncertainty. The study contributes to better understanding how uncertainty due to various factors (geopolitical, policy changes, regulatory changes, etc.) could affect the cryptocurrencies' markets.
eu_rights_str_mv openAccess
format article
id LAURepo_162a5c8382f7891fcb95ae4d45eb1917
identifier_str_mv Rao, A., Dagar, V., Dagher, L., & Shobande, O. (2024). Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. University Library of Munich, Germany.
language_invalid_str_mv en
network_acronym_str LAURepo
network_name_str Lebanese American University repository
oai_identifier_str oai:laur.lau.edu.lb:10725/17935
publishDate 2024
repository.mail.fl_str_mv
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spelling Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency ConnectednessRao, AmarDagar, VishalDagher, LeilaShobande, Olatunji A.This study aims to investigate the spillover effects from geopolitical risks (proxied by the geopolitical risk index) and cryptocurrencies-related uncertainty (proxied by the Cryptocurrency Uncertainty Index) to cryptocurrencies. We utilise the Baruník and Křehlík (2018) framework to detect timefrequency connectedness. Our investigation for the period 2017 to 2022 discovers significant spillover effects from both indices to cryptocurrencies. Utilising the information transmission theory and network graphs, our findings reveal that some cryptocurrencies function as net receivers of spillovers from geopolitical risks and uncertainty in the short-term, while over longer time horizons they transform into net transmitters of spillovers to uncertainty. The study contributes to better understanding how uncertainty due to various factors (geopolitical, policy changes, regulatory changes, etc.) could affect the cryptocurrencies' markets.Published2026-04-15T11:57:41Z2026-04-15T11:57:41Z20242024Articleinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10725/17935Rao, A., Dagar, V., Dagher, L., & Shobande, O. (2024). Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. University Library of Munich, Germany.http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.phphttps://econpapers.repec.org/paper/pramprapa/120582.htmeninfo:eu-repo/semantics/openAccessoai:laur.lau.edu.lb:10725/179352026-04-15T11:57:42Z
spellingShingle Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness
Rao, Amar
status_str publishedVersion
title Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness
title_full Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness
title_fullStr Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness
title_full_unstemmed Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness
title_short Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness
title_sort Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness
url http://hdl.handle.net/10725/17935
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://econpapers.repec.org/paper/pramprapa/120582.htm