Toan Luu Duc Huynh - In: Journal of risk and financial management : JRFM 12 (2019) 2/52, pp. 1-19
This paper contributes a shred of quantitative evidence to the embryonic literature as well as existing empirical evidence regarding spillover risks among cryptocurrency markets. By using VAR (Vector Autoregressive Model)-SVAR (Structural Vector Autoregressive Model) Granger causality and...