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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| Format: | article |
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2024
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| 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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