Dynamic volatility connectedness among cryptocurrencies and China's financial assets in standard times and during the COVID-19 pandemic
Xingyi Li, Kai Gan, Qi Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Xingyi ; Gan, Kai ; Zhou, Qi |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-10
|
| Subject: | COVID-19 outbreak | Cryptocurrencies | TVP-VAR model | Volatility connectedness | Volatilität | Volatility | Coronavirus | Virtuelle Währung | Virtual currency | China | Epidemie | Epidemic | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103476 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014291554