The effect of COVID-19 and U.S. monetary policy on Bitcoin and stock market volatility: an application of DCC-GARCH model
Abstract During the COVID-19 pandemic and subsequent periods of US monetary policy normalization after quantitative easing during COVID-19, global financial markets have encountered elevated levels of volatility and risk. In response, investors have increasingly sought out unconventional financial a...
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| التنسيق: | مقال |
| اللغة: | English |
| منشور في: |
Springer Nature
2024-12-01
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| سلاسل: | Humanities & Social Sciences Communications |
| الوصول للمادة أونلاين: | https://doi.org/10.1057/s41599-024-04260-2 |