Wang, Wenxue; Le, Phuong; LE, Chau - 2023
effects of policy shocks on the price volatility of various asset classes. The results indicate that pandemic-induced economic … volatility of stocks, commodities, oil, gold, and cryptocurrencies. Variance impulse response functions using GARCH structural … errors reveal a regime shift in volatility linkages with varying responses across assets. Bitcoin was the most reactive to …