Discovering interlinkages between major cryptocurrencies using high‑frequency data : new evidence from COVID‑19 pandemic
Year of publication: |
2020
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Authors: | Yousaf, Imran ; Ali, Shoaib |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 6.2020, 45, p. 1-18
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Subject: | Return spillover | Volatility spillover | Cryptocurrencies | Optimal weights | Hedge ratios | Hedging effectiveness | COVID-19 | Coronavirus | Hedging | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Schätzung | Estimation | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-020-00213-1 [DOI] hdl:10419/237224 [Handle] |
Classification: | c58 ; G01 - Financial Crises ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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