Deciphering the cryptocurrency conundrum: Investigating speculative characteristics and volatility
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F75081431%3A_____%2F23%3A00002636" target="_blank" >RIV/75081431:_____/23:00002636 - isvavai.cz</a>
Result on the web
<a href="https://www-sciencedirect-com.ezproxy.techlib.cz/science/article/pii/S1544612323009613?via%3Dihub" target="_blank" >https://www-sciencedirect-com.ezproxy.techlib.cz/science/article/pii/S1544612323009613?via%3Dihub</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Deciphering the cryptocurrency conundrum: Investigating speculative characteristics and volatility
Original language description
This study employs Time-Varying Parameter Vector Autoregression (TVP-VAR) to analyze spillover effects among ten financial instruments spanning 395 weeks, encompassing significant events such as the 2016/17 cryptocurrency surge, the COVID-19 pandemic, and the Ukraine conflict. The research highlights Bitcoin's influence on equities and commodities, influenced by evolving factors, regulatory uncertainties, and market sentiment. Equity indices both transmit and absorb shocks, while commodities intensify market volatility. Overall, Bitcoin notably impacts speculative assets such as equity indices, with a moderated influence on less speculative assets, emphasizing its pivotal role in dynamic financial markets subject to changing regulations.
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50200 - Economics and Business
Result continuities
Project
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Continuities
V - Vyzkumna aktivita podporovana z jinych verejnych zdroju
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Finance Research Letters
ISSN
1544-6123
e-ISSN
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Volume of the periodical
58
Issue of the periodical within the volume
Neuveden
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
7
Pages from-to
1-7
UT code for WoS article
001096879300001
EID of the result in the Scopus database
2-s2.0-85174455060