Return connectedness and volatility dynamics of the cryptocurrency network
Year of publication: |
2023
|
---|---|
Authors: | Poddar, Abhishek ; Misra, Arun Kumar ; Mishra, Ajay Kumar |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-14
|
Subject: | COVID-19 | Cryptocurrency network | Return correlation | Russo-Ukrainian war | Volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Coronavirus | Unternehmensnetzwerk | Business network | ARCH-Modell | ARCH model | Korrelation | Correlation | Aktienmarkt | Stock market |
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