The asymmetric effects of upside and downside risks in cryptocurrency markets : insights from the LUNA and FTX crises
Abuduwali Aibai, Jiansuer Julaiti, Shangde Gou
| Year of publication: |
2024
|
|---|---|
| Authors: | Aibai, Abuduwali ; Julaiti, Jiansuer ; Gou, Shangde |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 1, Art.-No. 105750, p. 1-16
|
| Subject: | Cryptocurrency | Risk Spillover | Volatility | Volatilität | Virtuelle Währung | Virtual currency | Finanzkrise | Financial crisis | Risiko | Risk | Spillover-Effekt | Spillover effect | 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.frl.2024.105750 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015061411