The ripple effects of CBDC-related news on Bitcoin returns: Insights from the DCC-GARCH model
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DOI: 10.1016/j.ribaf.2023.102060
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- Lü, Zheng & Ozcelebi, Oguzhan & Yoon, Seong-Min, 2025. "Impact of central bank digital currency uncertainty on international financial markets," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Lucey, Brian, 2024. "Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses," Global Finance Journal, Elsevier, vol. 61(C).
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Keywords
Central Bank Digital Currency (CBDC); CBDC uncertainty index; CBDC attention index; Bitcoin; Cryptocurrencies; Time series;All these keywords.
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