Asymmetric volatility spillovers between cryptocurrency and financial markets: A time-varying VAR approach

Additional Metadata
Keywords	TVP-VAR; cryptocurrency market; stock market; volatility spillovers; asymmetry
Thesis Advisor	Zaharieva, M.D.
Persistent URL	hdl.handle.net/2105/59985
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Pavlov, N. (2021, November 4). Asymmetric volatility spillovers between cryptocurrency and financial markets: A time-varying VAR approach. Econometrie. Retrieved from http://hdl.handle.net/2105/59985

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