Predicting cryptocurrency market volatility : novel evidence from climate policy uncertainty
Daxiang Jin, Jize Yu
| Year of publication: |
2023
|
|---|---|
| Authors: | Jin, Daxiang ; Yu, Jize |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-11
|
| Subject: | Climate policy uncertainty | Cryptocurrency market | GARCH-MIDAS | Virtuelle Währung | Virtual currency | Klimaschutz | Climate protection | Volatilität | Volatility | Klimapolitik | Climate policy | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104520 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636703