Stability between cryptocurrency prices and the term structure

DOI10.1016/J.JEDC.2024.104890MaRDI QIDQ6974216zbMATH OpenFDO

Authors Jennifer L. Castle, Takamitsu Kurita

Publication date 10 June 2025

Published in Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

structural breaksterm structurecointegrationcryptocurrenciesweak exogeneitypolicy simulation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial science and mathematical finance (91G99)

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