High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis
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DOI: 10.1016/j.intfin.2022.101578
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More about this item
Keywords
COVID-19; High-frequency co-movements; Bitcoin; Protocols; Cryptocurrencies;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G1 - Financial Economics - - General Financial Markets
Statistics
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