SSRNCrypto & DeFi
Transmissions Among Assets
The study examines volatility and return spillovers in a network of variables, emphasizing the portfolio diversification benefits of commodities, fiat currencies, and crypto coins.
Featured in No. 60 on 7 Aug 2024 ·
- Released
- 7 Jun 2024
- First featured
- No. 60 · 7 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4912927
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