Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic

The paper examines the dynamic spillover among traditional currencies and cryptocurrencies before and during the COVID-19 pandemic and investigates whether economic policy uncertainty (EPU) impacts this spillover. Based on the TVP-VAR approach, we find evidence of spillover effects among currencies,...

Descripción completa

Detalles Bibliográficos
Autores principales: Al-Shboul, Mohammad, Assaf, Ata, Mokni, Khaled
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9715263/
https://www.ncbi.nlm.nih.gov/pubmed/36474632
http://dx.doi.org/10.1016/j.ribaf.2022.101824

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9715263/
https://www.ncbi.nlm.nih.gov/pubmed/36474632
http://dx.doi.org/10.1016/j.ribaf.2022.101824

Ejemplares similares