Discovering interlinkages between major cryptocurrencies using high-frequency data: New evidence from COVID-19 pandemic
Year of publication: |
2020
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Authors: | Yousaf, Imran ; Ali, Shoaib |
Published in: |
Financial Innovation. - Heidelberg : Springer, ISSN 2199-4730. - Vol. 6.2020, 1, p. 1-18
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Publisher: |
Heidelberg : Springer |
Subject: | Return spillover | Volatility spillover | Cryptocurrencies | Optimal weights | Hedge ratios | Hedging effectiveness | COVID-19 |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1186/s40854-020-00213-1 [DOI] 1741452406 [GVK] hdl:10419/237224 [Handle] |
Classification: | c58 ; G01 - Financial Crises ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Yousaf, Imran, (2020)
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Yousaf, Imran, (2020)
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Yousaf, Imran, (2020)
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