Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions
Year of publication: |
2021
|
---|---|
Authors: | Hsu, Shu-Han ; Sheu, Chwen ; Yoon, Jiho |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-21
|
Subject: | Cryptocurrency | Co-volatility spillovers effects | Diagonal BEKK model | Exchange rates | Gold | Optimal dynamic hedging | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | Wechselkurs | Exchange rate | Hedging | Welt | World | Volatilität | Volatility | Goldstandard | Gold standard |
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