Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis

Elie Bouri (Lebanese American University), Matteo Foglia (University of Bari “Aldo Moro”), Sayar Karmakar (University of Florida), Rangan Gupta (University of Pretoria)

Year of publication:	[2024]
Authors:	Bouri, Elie ; Foglia, Matteo ; Karmakar, Sayar ; Gupta, Rangan
Publisher:	Pretoria, South Africa : Department of Economics, University of Pretoria
Subject:	Multilayer networks \| Spillover effects \| return-volatility \| cryptocurrencies \| NFTs \| DeFi \| COVID-19 \| Russia-Ukraine conflict \| Virtuelle Währung \| Virtual currency \| Coronavirus \| Spillover-Effekt \| Spillover effect \| Volatilität \| Volatility

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014583466

A service of the