Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s42521-023-00104-x.pdf
Reference59 articles.
1. Alam, M., Chowdhury, M. A. F., Abdullah, M., & Masih, M. (2023). Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications. Investment Analysts Journal. https://doi.org/10.1080/10293523.2023.2179161
2. Almeida, J., & Gonçalves, T. C. (2022). A systematic literature review of volatility and risk management on cryptocurrency investment: A methodological point of view. Risks, 10(5), 107.
3. Ampountolas, A. (2022). Cryptocurrencies intraday high-frequency volatility spillover effects using univariate and multivariate garch models. International Journal of Financial Studies, 10(3), 51.
4. Apergis, N. (2022). COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling. Finance Research Letters, 47, 102659.
5. Ardia, D. (2008). Financial risk management with Bayesian estimation of GARCH models (Vol. 612). Springer.
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