Time-varying return correlations and spillovers between bitcoin and traditional assets : the impact of COVID-19 and US monetary policy
Licheng Zhang, Shengtao Luo
| Year of publication: |
2025
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|---|---|
| Authors: | Zhang, Licheng ; Luo, Shengtao |
| Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 58.2025, 3, Art.-No. 46, p. 1-28
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| Subject: | Bitcoin | COVID-19 | DY generalized variance decomposition | Spillover effects | TVP-VAR | Coronavirus | Spillover-Effekt | Spillover effect | Geldpolitik | Monetary policy | Wirkungsanalyse | Impact assessment | USA | United States | Virtuelle Währung | Virtual currency | Korrelation | Correlation | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10644-025-09876-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015475140