FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2888832810> ?p ?o ?g. }

• W2888832810 endingPage "114" @default.
• W2888832810 startingPage "98" @default.
• W2888832810 abstract "Using the spillover index approach and its variants, we examine both static and dynamic volatility connectedness among eight typical cryptocurrencies. The results reveal that their connectedness fluctuates cyclically and has shown an obvious rise trend since the end of 2016. In the variance decomposition framework, we further construct a volatility connectedness network linking 52 cryptocurrencies using the LASSO-VAR for estimating high-dimensional VARs. We find that these 52 cryptocurrencies are tightly interconnected and “mega-cap” cryptocurrencies are more likely to propagate volatility shocks to others. However, some unnoticeable cryptocurrencies (e.g., Maidsafe Coin) are also significant net-transmitters of volatility connectedness and even have larger contribution of volatility spillovers to others." @default.
• W2888832810 created "2018-09-07" @default.
• W2888832810 creator A5034367879 @default.
• W2888832810 creator A5060610925 @default.
• W2888832810 creator A5081288824 @default.
• W2888832810 date "2018-11-01" @default.
• W2888832810 modified "2023-10-16" @default.
• W2888832810 title "Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?" @default.
• W2888832810 cites W1533232858 @default.
• W2888832810 cites W1908764166 @default.
• W2888832810 cites W1969610664 @default.
• W2888832810 cites W1970694313 @default.
• W2888832810 cites W1979799704 @default.
• W2888832810 cites W1987371344 @default.
• W2888832810 cites W2007119655 @default.
• W2888832810 cites W2009959303 @default.
• W2888832810 cites W2019459021 @default.
• W2888832810 cites W2039734130 @default.
• W2888832810 cites W2041854950 @default.
• W2888832810 cites W2050815921 @default.
• W2888832810 cites W2066636486 @default.
• W2888832810 cites W2073740083 @default.
• W2888832810 cites W2086242486 @default.
• W2888832810 cites W2117625947 @default.
• W2888832810 cites W2130536986 @default.
• W2888832810 cites W2145501956 @default.
• W2888832810 cites W2155187653 @default.
• W2888832810 cites W2162126140 @default.
• W2888832810 cites W2162656107 @default.
• W2888832810 cites W2278936033 @default.
• W2888832810 cites W2302415932 @default.
• W2888832810 cites W2343073206 @default.
• W2888832810 cites W2346898093 @default.
• W2888832810 cites W2523675164 @default.
• W2888832810 cites W2526568049 @default.
• W2888832810 cites W2582844088 @default.
• W2888832810 cites W2622082560 @default.
• W2888832810 cites W2655997960 @default.
• W2888832810 cites W2740288336 @default.
• W2888832810 cites W2765909833 @default.
• W2888832810 cites W2771030840 @default.
• W2888832810 cites W2783933003 @default.
• W2888832810 cites W2785114503 @default.
• W2888832810 cites W2791501975 @default.
• W2888832810 cites W2801665420 @default.
• W2888832810 cites W2808830795 @default.
• W2888832810 cites W2809250076 @default.
• W2888832810 cites W2883143933 @default.
• W2888832810 cites W2886359797 @default.
• W2888832810 cites W2962716677 @default.
• W2888832810 cites W3020982786 @default.
• W2888832810 cites W3122186884 @default.
• W2888832810 cites W3123068586 @default.
• W2888832810 cites W3123513234 @default.
• W2888832810 cites W3124194226 @default.
• W2888832810 cites W3125157582 @default.
• W2888832810 cites W3125237652 @default.
• W2888832810 cites W3125658441 @default.
• W2888832810 doi "https://doi.org/10.1016/j.irfa.2018.08.012" @default.
• W2888832810 hasPublicationYear "2018" @default.
• W2888832810 type Work @default.
• W2888832810 sameAs 2888832810 @default.
• W2888832810 citedByCount "252" @default.
• W2888832810 countsByYear W28888328102018 @default.
• W2888832810 countsByYear W28888328102019 @default.
• W2888832810 countsByYear W28888328102020 @default.
• W2888832810 countsByYear W28888328102021 @default.
• W2888832810 countsByYear W28888328102022 @default.
• W2888832810 countsByYear W28888328102023 @default.
• W2888832810 crossrefType "journal-article" @default.
• W2888832810 hasAuthorship W2888832810A5034367879 @default.
• W2888832810 hasAuthorship W2888832810A5060610925 @default.
• W2888832810 hasAuthorship W2888832810A5081288824 @default.
• W2888832810 hasConcept C106159729 @default.
• W2888832810 hasConcept C139719470 @default.
• W2888832810 hasConcept C149782125 @default.
• W2888832810 hasConcept C15744967 @default.
• W2888832810 hasConcept C162324750 @default.
• W2888832810 hasConcept C180706569 @default.
• W2888832810 hasConcept C201943243 @default.
• W2888832810 hasConcept C38652104 @default.
• W2888832810 hasConcept C41008148 @default.
• W2888832810 hasConcept C542102704 @default.
• W2888832810 hasConcept C55527203 @default.
• W2888832810 hasConcept C556758197 @default.
• W2888832810 hasConcept C89715816 @default.
• W2888832810 hasConcept C91602232 @default.
• W2888832810 hasConceptScore W2888832810C106159729 @default.
• W2888832810 hasConceptScore W2888832810C139719470 @default.
• W2888832810 hasConceptScore W2888832810C149782125 @default.
• W2888832810 hasConceptScore W2888832810C15744967 @default.
• W2888832810 hasConceptScore W2888832810C162324750 @default.
• W2888832810 hasConceptScore W2888832810C180706569 @default.
• W2888832810 hasConceptScore W2888832810C201943243 @default.
• W2888832810 hasConceptScore W2888832810C38652104 @default.
• W2888832810 hasConceptScore W2888832810C41008148 @default.
• W2888832810 hasConceptScore W2888832810C542102704 @default.
• W2888832810 hasConceptScore W2888832810C55527203 @default.

• next