On the risk spillover from Bitcoin to Altcoins: The fear of missing out and pump-and-dump scheme effects
Year of publication: |
2023
|
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Authors: | Balcilar, Mehmet ; Ozdemir, Huseyin |
Published in: |
Journal of Risk and Financial Management. - ISSN 1911-8074. - Vol. 16.2023, 1, p. 1-15
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Publisher: |
Basel : MDPI |
Subject: | cryptocurrency | bitcoin | altcoin | asymmetric volatility spillover | frequency connectedness |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm16010041 [DOI] 1849812918 [GVK] hdl:10419/275137 [Handle] |
Classification: | C32 - Time-Series Models ; E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; E49 - Money and Interest Rates. Other ; G14 - Information and Market Efficiency; Event Studies ; g41 |
Source: |
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Balcilar, Mehmet, (2023)
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