Volatility co-movement between Bitcoin and Ether

Author:

Katsiampa Paraskevi

Publisher

Elsevier BV

Subject

Finance

Reference24 articles.

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3. Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets;Bekiros;Int. Rev. Financ. Anal.,2014

4. Time-varying correlation between oil and stock market volatilities: evidence from oil-importing and oil-exporting countries;Boldanov;Int. Rev. Financ. Anal.,2016

5. On the hedge and safe haven properties of Bitcoin: is it really more than a diversifier?;Bouri;Finance Res. Lett.,2017

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