Volatility spillover of target federal fund rate changes on cryptocurrency consensus mechanisms analysis with EGARCH

Volatility spillover of target federal fund rate changes on cryptocurrency consensus mechanisms analysis with EGARCH

Detalhes bibliográficos
Autor principal: Las, Jared Gibran M. (Author)
Outros Autores: Tabago, Kezia Teresa D. (Thesis advisor)
Formato: Thesis
Idioma:English
Publicado em: 2023.
Assuntos:
Cryptocurrencies.