The implication of cryptocurrency volatility on five largest African financial system stability
| Year of publication: |
2025
|
|---|---|
| Authors: | Joseph, Tonuchi E. ; Jahanger, Atif ; Onwe, Joshua Chukwuma ; Balsalobre-Lorente, Daniel |
| Published in: |
Blockchain, crypto assets, and financial innovation : a decade of insights and advances. - Singapore : Springer Nature Singapore, ISBN 978-981-96-6839-7. - 2025, p. 192-216
|
| Subject: | Cryptocurrency | African financial market | BEKK-GARCH | DCC-GARCH | Volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Afrika | Africa | Finanzmarkt | Financial market | Finanzsektor | Financial sector | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
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