Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Inés Jiménez, Andrés Mora-Valencia, Javier Perote
| Year of publication: |
2024
|
|---|---|
| Authors: | Jiménez, Inés ; Mora-Valencia, Andrés ; Perote, Javier |
| Subject: | Cryptocurrencies | Halving | Higher-order moments | Spillovers | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Volatilität | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.02.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014534898