The impact of central bank digital currency variation on firm's implied volatility
Chien‐Chiang Lee, Chih‐Wei Wang, Hsin-Yi Hsieh, Wen‐Ling Chen
Topics & Concepts
EndogeneityVolatility (finance)Monetary economicsEconomicsCurrencyDigital currencyImplied volatilityCentral bankBusinessEconometricsFinancial economicsMonetary policyBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Markets and Investment Strategies