This study investigates how the uncertainty surrounding cryptocurrency affects cryptocurrency returns (CR) by employing various wavelet techniques. We concentrate on the recently published cryptocurrency uncertainty index (UCRY) and the top eight cryptocurrencies by market capitalization from...

This study explores the impact of real economic policy (business condition risk) on the oil-stock nexus risk connectedness during the COVID-19 pandemic. It uses multivariate wavelet coherency and partial wavelet coherency methods to isolate the effects of global risk indices, such as the US...