A multiscale analysis of returns and volatility spillovers in cryptocurrency markets: A post-COVID perspective
Author:
Affiliation:
1. Department of Economics, Faculty of Business and Economic Sciences, Nelson Mandela University, Gqeberha, South Africa, 6031
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10293523.2024.2333069
Reference41 articles.
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4. Antonakakis, N., & Gabauer, D. (2017). Refined measures of dynamic connectedness based on TVP-VAR. MPRA Working Paper No. 78282. Munich: Munich Personal RePEc Archive.
5. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
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