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LINK REFERRAL 99d65a3cd610cfe7871c16b8996e9ae6
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REFERRAL ID*99d65a3cd610cfe7871c16b8996e9ae6
NAMEVolatility co-movement between Bitcoin and Ether
URLhttps://shura.shu.ac.uk/23035/3/Katsiampa-volatilityComovementBetween%28AM%29.pdf
DESCRIPTIONUsing a bivariate Diagonal BEKK model, this paper investigates the volatility dynamics of the two major cryptocurrencies, namely Bitcoin and Ether. We find evidence of interdependencies in the cryptocurrency market, while it is shown that the two cryptocurrencies' conditional volatility and correlation are responsive to major news.
LINK TOPIC(S)academic,
RELATED COIN(S)bitcoin,
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REWARD TXID9e27311c05b71ae75da1ca3cf1bf777c10e82196194ed6e4484362e08b6a380e
REFERRAL TEXT
opreturn.net_link_referral_reward_4_doge_to_DFGT6mmFGqwCvsHCS9EB1bSMuttpuK1WFU_if_approve_link_https://shura.shu.ac.uk/23035/3/Katsiampa-volatilityComovementBetween%28AM%29.pdf
REFERRAL SHA256 HASHb5413015f1ccb7f7104e07542827753be793dafc6ede7154ca9aa17398e1ba46
STATUSapproved
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