Time varying risk aversion and its connectedness: evidence from cryptocurrencies
Changing patterns of risk aversion may follow a non-linear counter-cyclical process. However, the evidence so far has not considered developing cryptocurrency markets. Given some unique features of cryptocurrencies, it is interesting to distinguish how these assets differ from traditional products....
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Springer Nature
2024
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| Online Access: | http://hdl.handle.net/20.500.11937/97469 |