Cryptocurrency reaction to FOMC Announcements : evidence of heterogeneity based on blockchain stack position
Shaen Corbet, Charles Larkin, Brian Lucey, Andrew Meegan, Larisa Yarovaya
| Year of publication: |
2020
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|---|---|
| Authors: | Corbet, Shaen ; Larkin, Charles ; Lucey, Brian M. ; Meegan, Andrew ; Yarovaya, Larisa |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 46.2020, p. 1-13
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| Subject: | Cryptocurrencies | Digital assets | GARCH | Monetary policy | Volatility spillovers | Geldpolitik | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Blockchain | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Welt | World |