Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
Christina Beneki, Alexandros Koulis, Nikolaos A. Kyriazis, Stephanos Papadamou
| Year of publication: |
2019
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|---|---|
| Authors: | Beneki, Christina ; Koulis, Alexandros ; Kyriazis, Nikolaos A. ; Papadamou, Stephanos |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 48.2019, p. 219-227
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| Subject: | Cryptocurrencies | Hedging | Multivariate GARCH models | VAR models | Volatility spillovers | Volatilität | Volatility | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Theorie | Theory | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135874