Intricacy of cryptocurrency returns
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Published:2024-06
Issue:
Volume:239
Page:111746
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ISSN:0165-1765
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Container-title:Economics Letters
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language:en
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Short-container-title:Economics Letters
Reference29 articles.
1. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies;Aharon;Financ. Innov.,2021
2. Asymmetric tail dependence in cryptocurrency markets: A Model-free approach;Ahn;Finance Res. Lett.,2022
3. Prediction of cryptocurrency returns using machine learning;Akyildirim;Ann. Oper. Res.,2021
4. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financial Mark.,2002
5. Ammann, M., Burdorf, T., Liebi, L., Stöckl, S., 2022. Survivorship and Delisting Bias in Cryptocurrency Markets. Rochester, NY.