All Articles tagged TVP-VAR.

• Peer-reviewed research
  November 30, 2023 AEST
  Cryptocurrency Environmental Attention, Green Financial Assets, and Information Transmission: Evidence From the COVID-19 Pandemic
  Inzamam Ul Haq

  This paper explores the connectedness between the cryptocurrency environmental attention index and four major green financial assets using time-varying parameter vector autoregression from January 2014 to December 2021.

  Abstract