Volatility and return spillovers between stock markets and cryptocurrencies
Year of publication: |
2021
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Authors: | Uzonwanne, Godfrey Chidozie |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 82.2021, p. 30-36
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Subject: | Bitcoin | Cryptocurrency | Returns spillover | Stock market return | Volatility spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model |
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