The influence of central bank monetary policy announcements on cryptocurrency return volatility
Year of publication: |
2017
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Authors: | Corbet, Shaen ; McHugh, Grace ; Meegan, Andrew |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 14.2017, 4, p. 60-72
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Subject: | bitcoin | cryptocurrency | market volatility | monetary policy announcements | portfolio diversification | Geldpolitik | Monetary policy | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Virtuelle Währung | Virtual currency | Zentralbank | Central bank | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Kapitaleinkommen | Capital income | Welt | World |
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