SSRNCrypto & DeFi
Good vs. Bad Volatility: The Dichotomy and Drivers of Connectedness in Major Cryptocurrencies
The volatility dynamics of cryptocurrencies, which have unique statistical properties, are vital for portfolio managers and traders, with high or low connectedness periods linked to specific crypto market and macroeconomic events.
Featured in No. 10 on 2 Aug 2023 · 6 days after release · 2 citations today
- Released
- 27 Jul 2023
- First featured
- No. 10 · 2 Aug 2023
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4522873
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).