Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.04.154
Abstract: Abstract We study the dynamics of volatility spillover across four major cryptocurrency returns namely Bitcoin, Ethereum, Ripple and Litecoin from 15 − 08 − 2015 to 18 − 01 − 2018 . In the first… read more here.
Keywords: volatility spillover; volatility; currency markets; crypto currency ... See more keywords
Central banking and fragmentation of currency markets in an emerging economy
Sign Up to like & getrecommendations! Published in 2025 at "Qualitative Research in Financial Markets"
DOI: 10.1108/qrfm-12-2023-0308
Abstract: Purpose The purpose of this study is to examine the role of the Central Bank of Nigeria (CBN) in the foreign currency crisis that occurred in the Nigeria from 2014 to 2017. Design/methodology/approach The author… read more here.
Keywords: currency markets; foreign currency; currency; banking fragmentation ... See more keywords