Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Thomas F.P. Wiesen, Lakshya Bharadwaj
| Year of publication: |
2023
|
|---|---|
| Authors: | Wiesen, Thomas F.P. ; Bharadwaj, Lakshya |
| Subject: | Bitcoin | connectedness | cryptocurrency | market integration | variance decomposition | volatility spillovers | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Marktintegration | Market integration | Spillover-Effekt | Spillover effect | Welt | World | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2111022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014413964