Distant or close cousins : connectedness between cryptocurrencies and traditional currencies volatilities
Year of publication: |
2020
|
---|---|
Authors: | Andrada Félix, Julián ; Fernandez-Perez, Adrian ; Sosvilla-Rivero, Simón |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 67.2020, p. 1-22
|
Subject: | Cryptocurrencies | Connectedness | Exchange rates | Stepwise regressions | Time-varying parameters | Virtuelle Währung | Virtual currency | Wechselkurs | Exchange rate | Volatilität | Volatility | Welt | World | Schätzung | Estimation |
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