Work

High frequency volatility co-movements in cryptocurrency markets

Year: 2019

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2019.05.003

Authors: Paraskevi Katsiampa, Shaen Corbet, Brian Lucey

Institutions: University of Sheffield, Dublin City University, The University of Sydney, University of Economics Ho Chi Minh City, Trinity College Dublin, Viện Nghiên cứu kinh doanh

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2951806883

FWCI: 35.16

Cites: 49

Cited by: 281

Related to: 10