Jinan Liu

University of Calgary - Department of Economics

2500 University Drive, NW

Calgary, Alberta T2N 1N4

Canada

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Scholarly Papers (1)

1.

Volatility in the Cryptocurrency Market

Open Economies Review (Forthcoming)
Number of pages: 41 Posted: 22 Jul 2019
Jinan Liu and Apostolos Serletis
University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 27 (499,769)

Abstract:

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Cryptocurrency; Financial markets; Spillover effects; GARCH-in-mean model; Asymmetric BEKK model; Volatility transmission