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...
Saved in:
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Metaverse and financial markets: A quantile-time-frequency connectedness analysis
by: Ahmet Faruk Aysan (11902115)
Published: (2024) -
Quantile dependencies and connectedness between the gold and cryptocurrency markets: effects of the COVID-19 crisis
by: Mensi, Walid
Published: (2023) -
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
by: Noureddine Benlagha (17269114)
Published: (2022) -
Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective
by: Wang, Kai-Hua
Published: (2023) -
Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
by: Noureddine benlagha (8639769)
Published: (2022)