Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis

Khamis Hamed Al-Yahyaee, Idries Mohammad Wanas Al-Jarrah, Xuan Vinh Vo, Sang Hoon Kang

Research output: Contribution to journal › Article › peer-review

19 Citations (SciVal)

Original language	English
Journal	International Review of Economics and Finance
Publication status	Published - 2021

Cite this

@article{bc6033e3e9d64e77a111318146fbf70b,

title = "Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis",

author = "Walid Mensi and {Khamis Hamed Al-Yahyaee} and {Idries Mohammad Wanas Al-Jarrah} and {Xuan Vinh Vo} and {Sang Hoon Kang}",

year = "2021",

language = "English",

journal = "International Review of Economics and Finance",

issn = "1059-0560",

publisher = "Elsevier Inc.",

}

TY - JOUR

T1 - Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis

AU - Mensi, Walid

AU - Khamis Hamed Al-Yahyaee

AU - Idries Mohammad Wanas Al-Jarrah

AU - Xuan Vinh Vo

AU - Sang Hoon Kang

PY - 2021

Y1 - 2021

M3 - Article

SN - 1059-0560

JO - International Review of Economics and Finance

JF - International Review of Economics and Finance

ER -