Volatility spillover and directionality in cryptocurrency and metal markets
Sumanjay Dutta, Parthajit Kayal, and G. Balasubramnaian
| Year of publication: |
2023
|
|---|---|
| Authors: | Dutta, Sumanjay ; Kayal, Parthajit ; Balasubramnaian, G. |
| Subject: | Cryptocurrencies | dynamic pairwise connectedness | risk hedging | TVP-VAR | volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Hedging | ARCH-Modell | ARCH model | Metallmarkt | Metal market | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/09726527231192143 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382370