Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods

Author:

Nguyen An Pham NgocORCID,Mai Tai TanORCID,Bezbradica MarijaORCID,Crane Martin

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference110 articles.

1. Cryptocurrencies: market analysis and perspectives;Giudici;J. Ind. Bus. Econ.,2020

2. Risks and returns of cryptocurrency;Liu;Rev. Financ. Stud.,2021

3. A multivariate approach for the simultaneous modeling of market risk and credit risk for cryptocurrencies;Fantazzini;J. Ind. Bus. Econ.,2020

4. Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time;James;Nonlinear Dynam.,2022

5. Is Bitcoin a real currency? An economic appraisal;Yermack,2015

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1. Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach;The North American Journal of Economics and Finance;2024-09

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4. Surviving the Storm: Hazard Models and Signaling Shocks in Bitcoin Prices;Revue française d'économie;2024-05-02

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