Cryptocurrencies as shock transmitters: dynamic connectedness, hedging strategies, and portfolio management across financial markets for higher-order moments
Abstract This study explores the higher-order moments of connectedness among cryptocurrency, commodity, bond, and stock markets from April 19, 2017, to December 29, 2023, on the basis of the GARCH-SK and TVP-VAR models. The findings reveal that Bitcoin and Ethereum act as significant net shock trans...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
SpringerOpen
2026-02-01
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| Col·lecció: | Financial Innovation |
| Matèries: | |
| Accés en línia: | https://doi.org/10.1186/s40854-025-00886-6 |
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