Return connectedness and volatility dynamics of the cryptocurrency network
Abhishek Poddar, Arun Kumar Misra, Ajay Kumar Mishra
Topics & Concepts
CryptocurrencySocial connectednessVolatility (finance)Spillover effectEconomicsEconometricsAutoregressive conditional heteroskedasticityCoronavirus disease 2019 (COVID-19)Monetary economicsFinancial economicsMacroeconomicsComputer sciencePathologyComputer securityMedicinePsychotherapistDiseasePsychologyInfectious disease (medical specialty)Blockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Risk and Volatility Modeling