Cryptocurrency Risk Spillovers Across Policy Uncertainty Periods

A risk spillovers effect matrix for cryptocurrencies calculated under different policy uncertainty periods, with a horizon for impulse responses set to 13. The dataset was authored by Zhecheng Wang and is available under a CC-BY-4.0 license. It was last updated on May 28, 2026.

Use Cases

• Modeling volatility transmission between cryptocurrencies based on the risk spillover matrix.
• Analyzing the impact of macroeconomic policy uncertainty on cryptocurrency market risk.
• Comparing risk network structures across different economic policy regimes.
• Calibrating financial models that use impulse response functions with a 13-period horizon.

Strengths

• The dataset is focused on a specific financial analysis method (risk spillover matrix with a 13-period horizon).
• It is published under a permissive CC-BY-4.0 license.
• The author and a precise last update date (2026-05-28) are provided.

Limitations

• The dataset is very small (13.5 KB), indicating limited scope or a highly aggregated result.
• Column-level documentation is absent; field semantics must be inferred after download.
• Row count is unknown, which may limit suitability assessment.

Provenance

Source

Zhecheng Wang via figshare.

Freshness

Last updated 2026-05-28 17:28:58; freshness should be verified.