Work

Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets

Year: 2021

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2021.101543

Authors: Shangrong Jiang, Yuze Li, Quanying Lu, Shouyang Wang, Yunjie Wei

Institutions: Chinese Academy of Sciences, University of Chinese Academy of Sciences, Boston University, Academy of Mathematics and Systems Science

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G2676361859, 基于综合集成方法的人民币汇率分析与预测研究

OpenAlex ID: W3199403199

FWCI: 11.08

Cites: 55

Cited by: 77

Related to: 10