This paper investigates the volatility transmission from Bitcoin to stock markets in North America, Europe, and Asia-Pacific from 2013 to 2022. After calculating range-based volatility estimators for all markets, I employ a Heterogeneous Autoregressive Distributed Lag Model of Range Volatility...

This paper quantifies and assesses the impact of an adverse loan supply (LS) shock on Peru's main macroeconomic aggregates using a Bayesian vector autoregressive (BVAR) model in combination with an identification scheme with sign restrictions. The main results indicate that an adverse LS shock:...