Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Journal title
Language
English
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Contents
This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature), exchange rates, and the historical volatility of the exchange rates of the main safe-haven fiat currencies (Canada, Switzerland, EURO, Japan, and the UK) and the leading cryptocurrency, the Bitcoin. Results of the static analysis show th...
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Full title
Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
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TN_cdi_doaj_primary_oai_doaj_org_article_8f590b508d4e442aaeeea8bade06daca
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_8f590b508d4e442aaeeea8bade06daca
Other Identifiers
ISSN
2199-4730
E-ISSN
2199-4730
DOI
10.1186/s40854-021-00274-w
