Volatility interdependence between cryptocurrencies, equity, and bond markets
Year of publication: |
2024
|
---|---|
Authors: | Harb, Etienne ; Bassil, Charbel ; Kassamany, Talie ; Baz, Roland |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 3, p. 951-981
|
Subject: | Cryptocurrencies | Volatility spillover | GARCH-SEM | Structuralbreaks | Pandemics | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Rentenmarkt | Bond market | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Welt | World | Aktienmarkt | Stock market | Coronavirus |
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