Dynamic connectedness and integration in cryptocurrency markets
Year of publication: |
2019
|
---|---|
Authors: | Ji, Qiang ; Bouri, Elie ; Lau, Chi Keung ; Roubaud, David |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 63.2019, p. 257-272
|
Subject: | Asymmetric spillover | Cryptocurrencies | Market integration | Return and volatility connectedness networks | Virtuelle Währung | Virtual currency | Marktintegration | Volatilität | Volatility | Spillover-Effekt | Spillover effect |
-
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P., (2023)
-
Zeng, Hongjun, (2023)
-
Volatility spillover and directionality in cryptocurrency and metal markets
Dutta, Sumanjay, (2023)
- More ...
-
Trading volume and the predictability of return and volatility in the cryptocurrency market
Bouri, Elie, (2019)
-
Bouri, Elie, (2018)
-
Ji, Qiang, (2018)
- More ...