Examining the risk-return linkage for cryptocurrency markets: New insights from a novel stochastic volatility in mean model with time-varying parameters

Büberkökü Ö.

APPLIED ECONOMICS LETTERS, vol.1, no.2, pp.1-16, 2026 (SSCI, Scopus)

  • Publication Type: Article / Article
  • Volume: 1 Issue: 2
  • Publication Date: 2026
  • Journal Name: APPLIED ECONOMICS LETTERS
  • Journal Indexes: Scopus, Social Sciences Citation Index (SSCI), IBZ Online, ABI/INFORM, EconLit, Geobase, Public Affairs Index
  • Page Numbers: pp.1-16
  • Van Yüzüncü Yıl University Affiliated: Yes