Analysis of the impact of central bank digital currency on stock markets: Dynamics and implications

Analysis of the impact of central bank digital currency on stock markets: Dynamics and implications

The purpose of the study is to explore the influence of central bank digital currency on stock markets. To realize the purpose, the TVP-VAR model was built, which determines the impact of volatility of the CBDC attention index (CBDCAI) on the volatility of stock market indices. The study uses a time...

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Bibliographic Details
Main Authors: Serhiy Frolov, Maksym Ivasenko, Mariia V. Dykha, Mykhaylo Heyenko, Viktoriia Datsenko
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2023-11-01
Series:Banks and Bank Systems
Subjects:
attention index
central bank
digital currencies
indices
stock markets
TVP-VAR
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/19171/BBS_2023_04_Frolov.pdf

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