Work

Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach

Year: 2025

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2025.101974

Authors: Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang

Institutions: XIM University, Manipal Academy of Higher Education, T A Pai Management Institute, University of South Australia, 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

Funders: Ministry of Education, National Research Foundation of Korea

Award: G5521009759

OpenAlex ID: W4407024158

FWCI: 10.24

Cites: 90

Cited by: 11

Related to: 10