Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets

This paper investigates (i) the return-volatility spillover between Bitcoin, Ethereum, Ripple, and Litecoin, (ii) the interdependence between cryptocurrencies’ volatility and the US equity and bond markets’ volatility, and (iii) the impact of the Covid-19 outbreak on the cryptocurrencies’ return-vol...

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Detalles Bibliográficos
Autores principales: Harb, Etienne, Bassil, Charbel, Kassamany, Talie, Baz, Roland
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9510218/
https://www.ncbi.nlm.nih.gov/pubmed/36187467
http://dx.doi.org/10.1007/s10614-022-10318-7

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9510218/
https://www.ncbi.nlm.nih.gov/pubmed/36187467
http://dx.doi.org/10.1007/s10614-022-10318-7

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