Iuga, Iulia Cristina; Nerișanu, Raluca-Andreea; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-36
This study explores the volatility spillover effects between clean and dirty cryptocurrencies and key financial indices, specifically focusing on Green Finance Indices (such as solar, wind, and nuclear) and Economic Indices (like the Baltic Dry Index and CRB Index). Employing the diagonal BEKK...