Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach
Md Samsul Alam; Alessandra Amendola; Vincenzo Candila; Shahram Dehghan Jabarabadi
- Published
- Publisher
- MDPI AG
- Journal / collection
- Econometrics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.3390/econometrics12010002
The original publisher provides the full text and its access options.
Cite this source
Md Samsul Alam; Alessandra Amendola; Vincenzo Candila; Shahram Dehghan Jabarabadi. Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach. Econometrics. 2024-01-05. https://doi.org/10.3390/econometrics12010002