Ul Haq, Inzamam; Ferreira, Paulo; Quintino, Derick David; … - In: Economies : open access journal 11 (2023) 3, pp. 1-23
The purpose of the research is to explore the dynamic multiscale linkage between economic policy uncertainty, equity market volatility, energy and sustainable cryptocurrencies during the COVID-19 period. We use a multiscale TVP-VAR model considering level (EPUs and IDEMV) and returns series...
