Investigating the impact of cryptocurrency tail risk on liquidity and exchange rates growth with time varying parameters (TVP-VAR)
Investigating the impact of cryptocurrency tail risk on liquidity and exchange rates growth with time varying parameters (TVP-VAR)

Yazdan Gudarzi Farahani; Omid Ali Adeli; Atefeh Ghorbani

Volume 10, Issue 1 , July 2023, , Pages 175-198

Abstract
  The purpose of this study is to estimate the cryptocurrency tail risk and its effects on macroeconomic variables, especially real exchange rates and liquidity growth in Iran have been ...  Read More