Matches in SemOpenAlex for { <https://semopenalex.org/work/W4361184074> ?p ?o ?g. }
- W4361184074 endingPage "50" @default.
- W4361184074 startingPage "29" @default.
- W4361184074 abstract "This study examines the time-varying connectedness among the realized volatilities of seven major cryptocurrencies between January 2020 and May 2022. To this end, we implement the time and frequency connectedness time-varying parameter vector autoregression (TVP-VAR) approaches. Our findings propose that (i) the COVID-19 pandemic significantly affected the dynamic connectedness; (ii) the total connectedness index hits its apex around the official announcement of the pandemic; (iii) in line with previous studies Ethereum, Bitcoin, and Link are the largest propagators/recipients of shocks; (iv) the tightest volatility interdependencies are related to the short-run." @default.
- W4361184074 created "2023-03-31" @default.
- W4361184074 creator A5023347793 @default.
- W4361184074 date "2023-03-28" @default.
- W4361184074 modified "2023-09-26" @default.
- W4361184074 title "Dynamic Volatility Connectedness among Cryptocurrencies: Evidence from Time-Frequency Connectedness Networks" @default.
- W4361184074 cites W1830572659 @default.
- W4361184074 cites W2754529701 @default.
- W4361184074 cites W2799345028 @default.
- W4361184074 cites W2808830795 @default.
- W4361184074 cites W2888832810 @default.
- W4361184074 cites W2901421282 @default.
- W4361184074 cites W2913862548 @default.
- W4361184074 cites W2918484905 @default.
- W4361184074 cites W2922466487 @default.
- W4361184074 cites W2940802932 @default.
- W4361184074 cites W2959622865 @default.
- W4361184074 cites W2999477883 @default.
- W4361184074 cites W3017452399 @default.
- W4361184074 cites W3020982786 @default.
- W4361184074 cites W3021611597 @default.
- W4361184074 cites W3028843255 @default.
- W4361184074 cites W3041553367 @default.
- W4361184074 cites W3092433430 @default.
- W4361184074 cites W3092996305 @default.
- W4361184074 cites W3107025653 @default.
- W4361184074 cites W3110972336 @default.
- W4361184074 cites W3113529850 @default.
- W4361184074 cites W3114191718 @default.
- W4361184074 cites W3118474073 @default.
- W4361184074 cites W3120838011 @default.
- W4361184074 cites W3121899577 @default.
- W4361184074 cites W3123257911 @default.
- W4361184074 cites W3123402722 @default.
- W4361184074 cites W3127497948 @default.
- W4361184074 cites W3134122574 @default.
- W4361184074 cites W3143831418 @default.
- W4361184074 cites W3150005976 @default.
- W4361184074 cites W3157578279 @default.
- W4361184074 cites W3157685506 @default.
- W4361184074 cites W3159214912 @default.
- W4361184074 cites W3165332663 @default.
- W4361184074 cites W3169745411 @default.
- W4361184074 cites W3172641878 @default.
- W4361184074 cites W3175095226 @default.
- W4361184074 cites W3175260891 @default.
- W4361184074 cites W3178582090 @default.
- W4361184074 cites W3182755086 @default.
- W4361184074 cites W3183460884 @default.
- W4361184074 cites W3187800371 @default.
- W4361184074 cites W3204105012 @default.
- W4361184074 cites W3204544840 @default.
- W4361184074 cites W4200042859 @default.
- W4361184074 cites W4200101666 @default.
- W4361184074 cites W4200613442 @default.
- W4361184074 cites W4206479279 @default.
- W4361184074 cites W4210316774 @default.
- W4361184074 cites W4237295867 @default.
- W4361184074 doi "https://doi.org/10.18037/ausbd.1272534" @default.
- W4361184074 hasPublicationYear "2023" @default.
- W4361184074 type Work @default.
- W4361184074 citedByCount "0" @default.
- W4361184074 crossrefType "journal-article" @default.
- W4361184074 hasAuthorship W4361184074A5023347793 @default.
- W4361184074 hasBestOaLocation W43611840741 @default.
- W4361184074 hasConcept C126322002 @default.
- W4361184074 hasConcept C133029050 @default.
- W4361184074 hasConcept C136764020 @default.
- W4361184074 hasConcept C149782125 @default.
- W4361184074 hasConcept C15744967 @default.
- W4361184074 hasConcept C162324750 @default.
- W4361184074 hasConcept C17744445 @default.
- W4361184074 hasConcept C180706569 @default.
- W4361184074 hasConcept C185874996 @default.
- W4361184074 hasConcept C199539241 @default.
- W4361184074 hasConcept C201943243 @default.
- W4361184074 hasConcept C2777382242 @default.
- W4361184074 hasConcept C2779134260 @default.
- W4361184074 hasConcept C3008058167 @default.
- W4361184074 hasConcept C38652104 @default.
- W4361184074 hasConcept C41008148 @default.
- W4361184074 hasConcept C524204448 @default.
- W4361184074 hasConcept C556758197 @default.
- W4361184074 hasConcept C71924100 @default.
- W4361184074 hasConcept C77805123 @default.
- W4361184074 hasConcept C91602232 @default.
- W4361184074 hasConceptScore W4361184074C126322002 @default.
- W4361184074 hasConceptScore W4361184074C133029050 @default.
- W4361184074 hasConceptScore W4361184074C136764020 @default.
- W4361184074 hasConceptScore W4361184074C149782125 @default.
- W4361184074 hasConceptScore W4361184074C15744967 @default.
- W4361184074 hasConceptScore W4361184074C162324750 @default.
- W4361184074 hasConceptScore W4361184074C17744445 @default.
- W4361184074 hasConceptScore W4361184074C180706569 @default.
- W4361184074 hasConceptScore W4361184074C185874996 @default.
- W4361184074 hasConceptScore W4361184074C199539241 @default.
- W4361184074 hasConceptScore W4361184074C201943243 @default.
- W4361184074 hasConceptScore W4361184074C2777382242 @default.