Navigating global uncertainty : examining the effect of geopolitical risks on cryptocurrency prices and volatility in a Markov-switching vector autoregressive model
Year of publication: |
2024
|
---|---|
Authors: | Buthelezi, Eugene Msizi |
Subject: | Cryptocurrency | geopolitical risks | Markov-Switching vector autoregressive model | price volatility | Volatilität | Volatility | VAR-Modell | VAR model | Virtuelle Währung | Virtual currency | Markov-Kette | Markov chain | Risiko | Risk | Geopolitik | Geopolitics | Welt | World | ARCH-Modell | ARCH model |
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