Cryptocurrency reaction to FOMC Announcements : evidence of heterogeneity based on blockchain stack position
Shaen Corbet, Charles Larkin, Brian Lucey, Andrew Meegan, Larisa Yarovaya
| Year of publication: |
2020
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|---|---|
| Authors: | Corbet, Shaen ; Larkin, Charles ; Lucey, Brian M. ; Meegan, Andrew ; Yarovaya, Larisa |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 46.2020, p. 1-13
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| Subject: | Cryptocurrencies | Digital assets | GARCH | Monetary policy | Volatility spillovers | Geldpolitik | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Ankündigungseffekt | Announcement effect | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Blockchain | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2019.100706 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012391445