Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

International Review of Financial Analysis - Tập 60 - Trang 98-114 - 2018
Shuyue Yi1, Zishuang Xu1, Gang‐Jin Wang1,2
1Business School, Hunan University, Changsha, 410082, China
2Center for Finance and Investment Management, Hunan University, Changsha, 410082, China

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