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U.S. unconventional monetary policy and risk tolerance in major currency markets

Fassas, Athanasios P.; Kenourgios, Dimitris; Papadamou, … - In: The European journal of finance 27 (2021) 10, pp. 994-1008

Persistent link: https://www.econbiz.de/10012609247

U.S. populist rhetoric and currency returns

Filippou, Ilias; Gozluklu, Arie; Nguyen, My; Taylor, Mark P. - 2020

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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