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Inter-markets volatility spillover in U.S. bitcoin and financial markets

Qarni, Muhammad Owais; Gulzar, Saqib; Fatima, Syeda Tamkeen - In: Journal of business economics and management 20 (2019) 4, pp. 694-714

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry Measure, and Barunik and Krehlik (2018)...

Persistent link: https://www.econbiz.de/10012175787

Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis

Vukovic, Darko B.; Lapshina, Kseniya A.; Maiti, Moinak - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013186510

CBDC uncertainty : financial market implications

Dunbar, Kwamie - In: International review of financial analysis 87 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014457706

Does swap-covered interest parity hold in long-term capital markets after the financial crisis?

Hattori, Takahiro - 2017

Persistent link: https://www.econbiz.de/10013272793

Money market pressure in emerging economies : international contagion versus domestic determinants

Hegerty, Scott W. - In: Economic systems 36 (2012) 4, pp. 506-521

Persistent link: https://www.econbiz.de/10009692124

Money Market Pressure in Emerging Economies : International Contagion Versus Domestic Determinants

Hegerty, Scott W. - 2012

Recent market turmoil has again raised the threat of banking crises worldwide. Might these crises be contagious internationally, or are fundamentals more likely to be responsible? This study creates monthly indices of “money market pressure” (MMP) for 20 emerging markets from 2002 to 2010,...

Persistent link: https://www.econbiz.de/10013096925