Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty

Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty

This paper investigates the dynamic co-movement between the Cryptocurrency Uncertainty indices and the Central Bank Digital Currency Uncertainty indices. We apply the wavelet coherence framework using weekly data from January 13, 2017, to December 30, 2022. The empirical results reveal the significa...

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Bibliographic Details
Main Authors:	Thai Hong Le, Duc Anh Nguyen, Tu Thanh Vu
Format:	Article
Language:	English
Published:	HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE 2025-01-01
Series:	Ho Chi Minh City Open University Journal of Science - Economics and Business Administration
Subjects:	biwavelet coherence central bank digital currency uncertainty cryptocurrency uncertainty
Online Access:	https://journalofscience.ou.edu.vn/index.php/econ-en/article/view/3400
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