Does Bitcoin still own the dominant power? An intraday analysis
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DOI: 10.1016/j.irfa.2020.101551
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- Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023. "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, vol. 54(C).
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More about this item
Keywords
Granger Mackey-Glass; BEKK-GARCH; Cryptocurrency markets; AG-DCC;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G1 - Financial Economics - - General Financial Markets
Statistics
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