Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties

Keyphrases

• Financial Assets 100%
• Transmission Risk 100%
• Bitcoin 100%
• Post-COVID-19 Era 100%
• Global Uncertainty 100%
• High Volatility 40%
• Return Spillovers 40%
• Volatility Spillover 40%
• Gold Mining Stocks 40%
• Crude Oil 20%
• United States 20%
• Twitter 20%
• Network Connectivity 20%
• Model Dynamics 20%
• Uncertainty Measure 20%
• Transmitter 20%
• Global Factors 20%
• Network Analysis 20%
• Unprecedented Level 20%
• COVID-19 20%
• Spillover Index 20%
• Economic Uncertainty 20%
• Volatility Index 20%
• Volatility Transmission 20%
• Dynamic Connectedness 20%
• Volatility Connectedness 20%
• Return Connectedness 20%
• Economic Policy Uncertainty 20%
• Higher Returns 20%
• Vector Autoregression Model 20%
• Fourier 20%
• Time-varying Parameter Vector Autoregression 20%
• Lagrange multiplier 20%
• Safe Heaven 20%
• Lagrange multiplier Test 20%
• Connectedness Approach 20%
• Causality-in-variance 20%

Economics, Econometrics and Finance

• Volatility 100%
• Bitcoin 100%
• Spillover Effect 66%
• Economic Policy Uncertainty 50%
• Autoregression 16%
• Dynamic Connectedness 16%
• Economic Uncertainty 16%