Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature), exchange rates, and the historical volatility of the exchange rates of the main safe-haven fiat currencies (Canada, Switzerland, EURO, Japan, and the UK) and the leading cryptocurrency, t...

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Detalles Bibliográficos
Autores principales: Aharon, David Y., Umar, Zaghum, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8326318/
https://www.ncbi.nlm.nih.gov/pubmed/35024286
http://dx.doi.org/10.1186/s40854-021-00274-w

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