Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities

  1. Andrada-Félix, J.
  2. Fernandez-Perez, A.
  3. Sosvilla-Rivero, S.
Journal:
Journal of International Financial Markets, Institutions and Money

ISSN: 1042-4431

Year of publication: 2020

Volume: 67

Type: Article

DOI: 10.1016/J.INTFIN.2020.101219 GOOGLE SCHOLAR