Work

Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes

Year: 2024

Type: article

Source: Eurasian economic review :

DOI: 10.1007/s40822-024-00263-1

Authors: Walid Mensi, Anoop S. Kumar, Hee-Un Ko, Sang Hoon Kang

Institutions: Sultan Qaboos University, Tunis El Manar University, Jeonbuk State Institute, Pusan National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Ministry of Education

Award: G5008934758

OpenAlex ID: W4393350141

FWCI: 4.779

Cites: 94

Cited by: 17

Related to: 10