From cryptos to consciousness : dynamics of return and volatility spillover between green cryptocurrencies and G7 markets
Year of publication: |
2024
|
---|---|
Authors: | Ali, Shoaib ; Naveed, Muhammad ; Yousaf, Imran ; Khattak, Muhammad Sualeh |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104899, p. 1-11
|
Subject: | Green cryptos | Portfolio diversification | TVP-VAR | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income |
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