The Effects of Central Bank Digital Currencies News on Financial Markets

The Effects of Central Bank Digital Currencies News on Financial Markets

Based on coverage of over 660m news stories from LexisNexis News & Business between 2015–2021, we provide two new indices around the growing area of Central Bank Digital Currency (CBDC): the CBDC Uncertainty Index (CBDCUI) and CBDC Attention Index (CBDCAI). We show that both indices spiked durin...

Full description

Bibliographic Details
Main Authors: Lucey, B.M (Author), Vigne, S.A (Author), Wang, Y. (Author), Yarovaya, L. (Author)
Format: Article
Language:English
Published: Elsevier Inc. 2022
Subjects:
CBDC
Central bank
Central bank digital currency
DCC-GJR-GARCH
Financial markets
Institutional investors
Investments
Lexisnexis
Market effect
SVAR
Uncertainty
Uncertainty and attention index
World bank
Online Access:View Fulltext in Publisher

Internet

View Fulltext in Publisher

Similar Items