Bitcoin spillovers : a high-frequency cross-asset analysis
Year of publication: |
2025
|
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Authors: | Leong, Minhao ; Kwok, Simon Sai Man |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 60.2025, 2, p. 453-479
|
Subject: | cryptocurrency-linked stocks | high-frequency data | jumps spillover | returns spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Aktienmarkt | Stock market | Industrieforschung | Industrial research | Börsenkurs | Share price | Schätzung | Estimation | Elektronisches Handelssystem | Electronic trading | Finanzmarkt | Financial market |
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