Research

Pre-PhD Research

2023

1. 

   Cryptocurrencies and stock market fluctuations

   Bashige Musholombo

   Economics Letters, 2023

   Part of My Master Thesis Abstract Bib HTML

   I construct data-driven idiosyncratic crypto shocks using the Granular Instrumental Variables (GIVs) approach. I then use the identified shocks as an external instrument in Local Projection to investigate spillover effects.

   @article{musholombo2023cryptocurrencies,
     title = {Cryptocurrencies and stock market fluctuations},
     author = {Musholombo, Bashige},
     journal = {Economics Letters},
     volume = {233},
     pages = {111427},
     year = {2023},
     publisher = {Elsevier},
     keywords = {publication}
   }