Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency volatility and connectedness behind the collapse
Carlos Esparcia, Ana Escribano, Francisco Jareño
| Year of publication: |
2023
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|---|---|
| Authors: | Esparcia, Carlos ; Escribano, Ana ; Jareño, Francisco |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 89.2023, p. 1-17
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| Subject: | High frequency connectedness | Intraday volatility | mcGARCH | Silvergate | TVP-VAR | Volatilität | Volatility | Insolvenz | Insolvency | Börsenkurs | Share price | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101851 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490072