Dynamic volatility connectedness among cryptocurrencies and China's financial assets in standard times and during the COVID-19 pandemic
Year of publication: |
2023
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Authors: | Li, Xingyi ; Gan, Kai ; Zhou, Qi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-10
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Subject: | COVID-19 outbreak | Cryptocurrencies | TVP-VAR model | Volatility connectedness | Coronavirus | Volatilität | Volatility | China | Virtuelle Währung | Virtual currency | Wirkungsanalyse | Impact assessment | Welt | World | Epidemie | Epidemic |
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