Investigating the relationship between volatilities of cryptocurrencies and other financial assets

DOI10.1007/S10203-020-00312-9zbMath1480.91331OpenAlexW3120784010MaRDI QIDQ2064606

Ahmed Jeribi, Achraf Ghorbel

Publication date: 6 January 2022

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-020-00312-9

zbMATH Keywords

stock marketVIXbitcoincryptocurrenciesgoldCOVID-19 pandemicoil price

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99) Financial markets (91G15)

Related Items (1)

Behavioural antecedents of Bitcoin trading volume

Cites Work

• Asymmetric volatility in cryptocurrencies
• Volatility estimation for Bitcoin: a comparison of GARCH models
• Generalized autoregressive conditional heteroscedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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