Discovering interlinkages between major cryptocurrencies using high-frequency data : new evidence from COVID-19 pandemic
Imran Yousaf and Shoaib Ali
| Year of publication: |
2025
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-981-96-6839-7_13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015433283