Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10015204650
Persistent link: https://www.econbiz.de/10014564143
This paper compares and analyzes the tail risk spillover effects of four major cryptocurrencies (BTC, ETH, DOGE, and XRP) before and after the COVID-19 pandemic, empirical evidence based on the methodology of Diebold and Yilmaz (2012) and Baruník and Křehlík(2018) suggest three primary...
Persistent link: https://www.econbiz.de/10014255180
Persistent link: https://www.econbiz.de/10009890337
Persistent link: https://www.econbiz.de/10003916428