Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic

Through the application of the VAR-AGARCH model to intra-day data for three cryptocurrencies (Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover between these cryptocurrencies during the pre-COVID-19 period and the COVID-19 period. We also estimate the optimal...

Descripción completa

Detalles Bibliográficos
Autores principales: Yousaf, Imran, Ali, Shoaib
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2020
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7649105/
https://www.ncbi.nlm.nih.gov/pubmed/35024267
http://dx.doi.org/10.1186/s40854-020-00213-1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7649105/
https://www.ncbi.nlm.nih.gov/pubmed/35024267
http://dx.doi.org/10.1186/s40854-020-00213-1

Ejemplares similares