Nicolas Nicaise

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Liquidity Co-Movements and Volatility Regimes in Cryptocurrencies

Number of pages: 22 Posted: 19 Jan 2021
affiliation not provided to SSRN, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), affiliation not provided to SSRN and Catholic University of Lille - IÉSEG School of Management, Lille Campus
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Abstract:

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Liquidity, co-movements, bitcoin, volatility, cryptos