Volatility in the Cryptocurrency Market |
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Authors: | Liu Jinan Serletis Apostolos |
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Affiliation: | 1.Department of Economics, University of Calgary, Calgary, AB, Canada ; |
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Abstract: | Open Economies Review - How do cryptocurrency prices evolve? Is there any interdependence among cryptocurrency returns and/or volatilities? Are there any return spillovers and volatility spillovers... |
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Keywords: | |
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