Spillover Dynamics in DeFi, G7 Banks, and Equity Markets During Global Crises: A TVP-VAR Analysis
(2024)
Journal Article
Younis, I., Gupta, H., Du, A. M., Ullah Shah, W., & Hanif, W. (online). Spillover Dynamics in DeFi, G7 Banks, and Equity Markets During Global Crises: A TVP-VAR Analysis. Research in International Business and Finance, https://doi.org/10.1016/j.ribaf.2024
Decentralized finance (DeFi) has become of significant interest for investors in both the financial and digital sectors. We use a time-varying parameter vector autoregression (TVP-VAR) approach to estimate the static and dynamic connections between a... Read More about Spillover Dynamics in DeFi, G7 Banks, and Equity Markets During Global Crises: A TVP-VAR Analysis.