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Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness
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SYSNO 0577571 Title Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness Author(s) Šíla, Jan (UTIA-B) [E]
Kočenda, Evžen (UTIA-B) [E] ORCID
Kukačka, Jiří (UTIA-B) [E] RID, ORCID
Krištoufek, Ladislav (UTIA-B) [E] RID, ORCIDIssue data IES UK: IES UK, 2023 Edition IES Working Papers , 24/2023 Document Type Výzkumná zpráva Grant GA23-06606S GA ČR - Czech Science Foundation (CSF) Institutional support UTIA-B - RVO:67985556 Language eng Country CZ Keywords Volatility * Dynamic connectedness * Asymmetric effects * Cryptocurrency URL http://library.utia.cas.cz/separaty/2023/E/kocenda-0577571.pdf Permanent Link https://hdl.handle.net/11104/0347641
Number of the records: 1