Cryptocurrency Risk Spillover Matrices Across Policy Uncertainty Periods

Risk spillovers effect matrix of cryptocurrency in different policy uncertainty periods (number of lags = 3). Zhecheng Wang authored this dataset, which was last updated on 2026-05-28. The dataset is a 9.5 KB XLS file.

Use Cases

• Modeling volatility transmission between cryptocurrencies based on the risk spillover matrices.
• Analyzing the impact of policy uncertainty on cryptocurrency market interconnectedness.
• Calibrating financial risk models using the provided lagged effect matrices.

Strengths

• Dataset is openly licensed under CC-BY-4.0.
• File size is 9.5 KB, indicating a focused and manageable scope.

Limitations

• Row count is unknown, which may limit suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.
• Description metadata is limited; actual data quality requires manual inspection after download.

Provenance

Source

Zhecheng Wang

Freshness

Last updated 2026-05-28 17:28:57; freshness should be verified.