Saini, Sandeep; Pandey, Suraj N.; Jha, Riya I. - 2022
- In this analysis; we study the four major cryptocurrency returns that are Bitcoin, Ethereum, XRP, and Litecoin, where the dynamics of volatility spillover are observed for a span of 7 years – 2013 to 2020; wherein the total number of sample observations collected and analyzed were 10,953 (Data...