Impact of central bank digital currency uncertainty on international financial markets
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DOI: 10.1016/j.ribaf.2024.102627
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More about this item
Keywords
Central bank digital currency uncertainty; Financial market stability; Time-varying effects; Asymmetric volatility spillovers; Impulse responses; Wavelet quantile correlation;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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