Cryptocurrency Risk Spillover Matrices Across Policy Uncertainty Periods

A 9.5 KB Excel file containing risk spillover effect matrices for cryptocurrencies during different policy uncertainty periods, with a lag of 1. The dataset was authored by Zhecheng Wang and last updated on 2026-05-28. It is shared under a CC-BY-4.0 license on the figshare platform.

Use Cases

• Modeling risk contagion between cryptocurrencies based on the described spillover matrices.
• Analyzing the impact of policy uncertainty on cryptocurrency market volatility.
• Comparing network effects in financial markets during different macroeconomic periods.

Strengths

• Dataset is small (9.5 KB), facilitating quick download and inspection.
• Explicitly licensed as CC-BY-4.0, allowing for broad reuse with attribution.

Limitations

• Row count and column-level documentation are unknown, limiting suitability assessment.
• Description metadata is limited; actual data quality requires manual inspection after download.

Provenance

Source

figshare

Freshness

Last updated 2026-05-28 17:28:56; freshness should be verified.