On cryptocurrencies as an independent asset class : long-horizon and COVID-19 pandemic era decoupling from global sentiments
Year of publication: |
2021
|
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Authors: | Imtiaz Mohammad Sifat |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-8
|
Subject: | Cryptocurrency | COVID-19 | Bitcoin | Correlation | Ethereum | Coronavirus | Pandemic | Litecoin | Spillover | Stochastic volatility | Volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Welt | World | Spillover-Effekt | Spillover effect | Epidemie | Epidemic | Korrelation |
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