Showing 1 - 1 of 1
Purpose: This paper examines the return and volatility spillovers among major cryptocurrency using daily data from 10/08/2015 to 15/04/2018. Design/methodology/approach: The authors employ the Dielbold and Yilmaz (2012) spillover approach and rolling sample analysis to capture the inherent...
Persistent link: https://www.econbiz.de/10012276123