Work

Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect

Year: 2024

Type: article

Source: The Journal of Risk Finance

DOI: 10.1108/jrf-07-2024-0185

Authors: Mohamad H. Shahrour, Ryan Lemand, Mathis Mourey

Institutions: University of Doha for Science and Technology, Institut polytechnique de Grenoble, Centre d'Etudes et de Recherches Appliquées à la Gestion, Université Grenoble Alpes, The Hague University of Applied Sciences

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404865654

FWCI: 7.199

Cites: 53

Cited by: 20

Related to: 10