Cryptocurrency Risk Spillover Matrices Across Policy Uncertainty Periods

Risk spillovers effect matrix of cryptocurrency in different policy uncertainty periods. Zhecheng Wang published the dataset on figshare under a CC-BY-4.0 license, with a last update timestamp of 2026-05-28 17:28:55. The dataset is a 37.5 KB XLS file, indicating a small-scale, structured collection.

Use Cases

• Modeling risk transmission networks among cryptocurrencies based on the described spillover effect matrices.
• Analyzing the impact of policy uncertainty on financial contagion based on the dataset's comparative periods.
• Calibrating financial stress-testing models using the quantified risk spillover relationships.
• Studying the evolution of cryptocurrency market interdependence under different macroeconomic policy regimes.

Strengths

• Dataset is published under a permissive CC-BY-4.0 license, allowing for broad reuse.
• The 37.5 KB file size suggests a focused, non-redundant data structure.

Limitations

• Row count and column-level documentation are unknown, requiring manual inspection after download.
• The description metadata is limited, offering no details on specific cryptocurrencies, policy uncertainty metrics, or time periods covered.

Provenance

Source

Zhecheng Wang via figshare.

Freshness

Last updated 2026-05-28 17:28:55; freshness should be verified.