Discovering interlinkages between major cryptocurrencies using high-frequency data : new evidence from COVID-19 pandemic
Year of publication: |
2025
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Authors: | Yousaf, Imran ; Ali, Shoaib |
Published in: |
Blockchain, crypto assets, and financial innovation : a decade of insights and advances. - Singapore : Springer Nature Singapore, ISBN 978-981-96-6839-7. - 2025, p. 355-377
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Subject: | Cryptocurrencies | COVID-19 | Volatility spillover | Hedge ratios | Hedging effectiveness | Optimal weights | Return spillover | Volatilität | Volatility | Hedging | Coronavirus | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Epidemie | Epidemic | Welt | World | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model |
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