Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?
In the present paper, we investigate connectedness within cryptocurrency markets as well as across the Bitcoin index (hereafter, BPI) and widely traded asset classes such as traditional currencies, stock market indices and commodities, such as gold and Brent oil. A spill over index approach with the...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-10-01
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| Series: | Journal of Risk and Financial Management |
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| Online Access: | https://www.mdpi.com/1911-8074/11/4/66 |