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Fig. 6 | Financial Innovation

Fig. 6

From: Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

Fig. 6

Spillover ‘To’ and ‘From’ the System of the Components of the Yield Curve and the Exchange Rates of the Safe Haven Currencies and Bitcoin. a Spillover of Each Variable ‘TO’ the System. b Spillover of Each Variable ‘From the System. Notes: The figures describe the dynamic ‘TO’ and ‘FROM” spillovers between each variable and the whole system comprising the yield curve components and the exchange rate of Bitcoin and the safe haven currencies. The rest of the notations are as in Fig. 1

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