Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis
Abstract This study investigates the dynamic mechanism of financial markets on volatility spillovers across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether, Cardano, Litecoin, and Eos from November 17, 2019, to January 25, 2021. The study captures the financial...
Kaydedildi:
| Yazar: | |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
SpringerOpen
2022-02-01
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| Seri Bilgileri: | Financial Innovation |
| Konular: | |
| Online Erişim: | https://doi.org/10.1186/s40854-021-00319-0 |
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