Cryptocurrencies: investigation of explosivity, co-explosivity and connectedness to financial markets
Cryptocurrencies have attained massive global attention shortly after its creation, thus capturing the interest of literature, with many works directed to address the price dynamics of Bitcoin and other cryptocurrencies. Price bubbles, or explosive behaviour has been documented by prior research, wi...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2022
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/66597/ |