Towards Examining the Volatility of Top Market-Cap Cryptocurrencies Throughout the COVID-19 Outbreak and the Russia–Ukraine War: Empirical Evidence from GARCH-Type Models
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Keywords
cryptocurrency market; volatility dynamics; COVID-19 pandemic; Russia–Ukraine war impact; GARCH; EGARCH; TGARCH; DCC-GARCH; leverage effects; price asymmetry;All these keywords.
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