New Evidence on Spillovers Between Crypto Assets and Financial Markets
September 29, 2023
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: COVID-19, Financial markets, Financial sector policy and analysis, Health, Securities markets, Spillovers, Stock markets
Keywords: Bitcoin, COVID-19, Crypto assets, Crypto market, Crypto market event, Cryptocurrencies, Global, Magnitude of spillover, Return and Volatility Connectedness, Securities markets, Spillovers, Stock markets, Volatility connectedness, Volatility spillover
Publication Details
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Pages:
62
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2023/213
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Stock No:
WPIEA2023213
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ISBN:
9798400256622
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ISSN:
1018-5941