Naeem, Muhammad; Saleem, Kashif; Ahmed, Sheraz; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-21
return-volume relationship, coefficients of lower tail dependence are significant for Bitcoin, Ripple, and Litecoin which … means that low returns are followed by low volumes. Lower tail dependence for the return-volume relationship is stronger … than the upper tail dependence for Bitcoin, Ripple, and Litecoin. Moreover, for negative return-volume, left tail …