Spillover dynamics between green and non-green cryptocurrencies : unrevealing the role of geopolitical risk
Sami Mejri, Francisco Jareño, Nasir Khan, Arturo Leccadito
| Year of publication: |
2025
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| Authors: | Mejri, Sami ; Jareño, Francisco ; Khan, Nasir ; Leccadito, Arturo |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 101.2025, Art.-No. 104224, p. 1-37
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| Subject: | Cryptocurrencies | DCC GARCH copula | Dynamic Gerber correlation | Geopolitical risk | Hedging effectiveness | Regime switching approach | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Geopolitik | Geopolitics | Hedging | Welt | World | Korrelation | Correlation | Volatilität | Volatility | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.104224 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015461827