Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
Sign Up to like & getrecommendations! Published in 2019 at "Journal of International Financial Markets, Institutions and Money"
DOI: 10.1016/j.intfin.2020.101219
Abstract: This paper examines the volatility interconnection between the main cryptocurrencies and traditional currencies during the period of February 2014-September 2018 using both a framework proposed by Diebold and Yilmaz (2014) and the modified approach of… read more here.
Keywords: distant close; connectedness; volatility; close cousins ... See more keywords
Spectral Analysis for Comparing Bitcoin to Currencies and Assets
Sign Up to like & getrecommendations! Published in 2023 at "Mathematics"
DOI: 10.3390/math11081775
Abstract: We present an analysis on variability Bitcoin characteristics that help to quantitatively differentiate Bitcoin from the state-owned traditional currencies and the asset Gold. We provide a detailed study on returns of exchange rates—against the Swiss… read more here.
Keywords: analysis comparing; bitcoin; spectral analysis; analysis ... See more keywords