Showing 1 - 10 of 47
Persistent link: https://www.econbiz.de/10013553659
The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in various currencies. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. They test if...
Persistent link: https://www.econbiz.de/10011539994
Persistent link: https://www.econbiz.de/10012035043
Persistent link: https://www.econbiz.de/10012173059
Persistent link: https://www.econbiz.de/10011806908
Persistent link: https://www.econbiz.de/10011844889
Persistent link: https://www.econbiz.de/10014451988
Persistent link: https://www.econbiz.de/10014470883
Persistent link: https://www.econbiz.de/10014471815
Persistent link: https://www.econbiz.de/10014473652