Comovement and instability in cryptocurrency markets
Year of publication: |
2023
|
---|---|
Authors: | De Pace, Pierangelo ; Rao, Jayant |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 83.2023, p. 173-200
|
Subject: | Asset pricing | Comovement | Cryptocurrencies | Mild explosiveness | NVT ratio |
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