Jayant Rao

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Comovement and Instability in Cryptocurrency Markets

Number of pages: 46 Posted: 02 Feb 2020 Last Revised: 07 Jul 2020
Pierangelo De Pace and Jayant Rao
Pomona College - Department of Economics and affiliation not provided to SSRN
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Abstract:

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Asset Pricing, Cryptocurrencies, Comovement, NVT Ratio, Mild Explosiveness