Volatility connectedness in the cryptocurrency market : is Bitcoin a dominant cryptocurrency?
Shuyue Yi, Zishuang Xu, Gang-Jin Wang
| Year of publication: |
2018
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|---|---|
| Authors: | Yi, Shuyue ; Xu, Zishuang ; Wang, Gang-Jin |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 60.2018, p. 98-114
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| Subject: | Bitcoin | Connectedness | Cryptocurrency | Volatility spillover | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Elektronisches Geld | Electronic money | Welt | World | Währungswettbewerb | Currency competition |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.08.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012007543