Regime switching and causal network analysis of cryptocurrency volatility : evidence from pre-COVID and post-COVID analysis
Parthajit Kayal, Sumanjay Dutta
| Year of publication: |
2024
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|---|---|
| Authors: | Kayal, Parthajit ; Dutta, Sumanjay |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 6.2024, 2, p. 319-340
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| Subject: | Volatility | Cryptocurrencies | COVID-19 | Spillovers | Correlation | Causal networks | Volatilität | Virtuelle Währung | Virtual currency | Coronavirus | Spillover-Effekt | Spillover effect | Korrelation | ARCH-Modell | ARCH model | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-023-00104-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014584491