The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises
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DOI: 10.1016/j.frl.2024.105750
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More about this item
Keywords
Cryptocurrency; Volatility; Risk Spillover;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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