Assessing the crypto market stability after the FTX collapse : a study of high frequency volatility and connectedness
Carlos Esparcia, Ana Escribano, Francisco Jareño
| Year of publication: |
2024
|
|---|---|
| Authors: | Esparcia, Carlos ; Escribano, Ana ; Jareño, Francisco |
| Subject: | FTX exchange | High frequency connectedness | Intraday volatility | mcGARCH | TVP-VAR | Volatilität | Volatility | Finanzmarkt | Financial market | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103287 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543961