Liquidity connectedness in cryptocurrency market

We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57–66, 2012) and Baruník and Křehlík (J Financ Econom 16(2):271–296, 2018) on a sample of six major cryptocurrencies, namely, Bitcoin (BTC), Li...

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Detalles Bibliográficos
Autores principales: Hasan, Mudassar, Naeem, Muhammad Abubakr, Arif, Muhammad, Shahzad, Syed Jawad Hussain, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8753850/
https://www.ncbi.nlm.nih.gov/pubmed/35070642
http://dx.doi.org/10.1186/s40854-021-00308-3

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8753850/
https://www.ncbi.nlm.nih.gov/pubmed/35070642
http://dx.doi.org/10.1186/s40854-021-00308-3

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