Time-frequency volatility spillovers between CBDC uncertainty and cryptocurrencies
Jieru Wan, Liyan Han, You Wu
| Year of publication: |
2025
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|---|---|
| Authors: | Wan, Jieru ; Han, Liyan ; Wu, You |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 74.2025, Art.-No. 106763, p. 1-14
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| Subject: | Asymmetric spillover | CBDC uncertainty | Cryptocurrency | Time-frequency domain | Volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Risiko | Risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.106763 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015406143