Larisa Yarovaya

University of Southampton

Southampton Business School

Southampton

United Kingdom

  • University of Southampton

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The Effects of Central Bank Digital Currencies News on Financial Markets

Number of pages: 65 Posted: 16 Nov 2021 Last Revised: 17 Jun 2022
Yizhi Wang, Brian M. Lucey, Samuel Vigne and Larisa Yarovaya
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton
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Abstract:

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CBDC, Uncertainty and attention index, Market effect, SVAR, DCC-GJR-GARCH