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Keywords: Volatility
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Journal Articles
Journal:
Digital Transformation and Society
Digital Transformation and Society (2025) 4 (3): 251–276.
Published: 06 February 2025
... market and the currencies of emerging market and developing economies (EMDEs) with significant cryptocurrency penetration. Design/methodology/approach This study uses a probabilistic principal component analysis (PPCA) to create stablecoin and EMDEs currency returns and volatility indices for EMDEs...
