Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants-Reference-Cited by-同舟云学术

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Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants

Published:2023-11 Issue: Volume:90 Page:102915
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Bouri Elie,Jalkh Naji

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference72 articles.

1. Exploring GDP growth volatility spillovers across countries;Abosedra;Economic Modelling,2020

2. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies;Aharon;Financial Innovation,2021

3. Do higher-order realized moments matter for cryptocurrency returns?;Ahmed;International Review of Economics and Finance,2021

4. A systematic literature review of investor behavior in the cryptocurrency markets;Almeida;Journal of Behavioral and Experimental Finance,2023

5. Dynamic asymmetric connectedness in technological sectors;Alshater;The Journal of Economic Asymmetries,2023

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1. Cryptocurrency as a Slice in Investment Portfolio: Identifying Critical Antecedents and Building Taxonomy for Emerging Economy;Asia-Pacific Financial Markets;2024-09-12

2. Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments;The North American Journal of Economics and Finance;2024-09

3. Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network;Physica A: Statistical Mechanics and its Applications;2024-08

4. Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy;International Review of Financial Analysis;2024-07

5. Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data;Economic Analysis and Policy;2024-06

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