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Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19

Imran Yousaf1, Shoaib Ali1

  • 1Air University School of Management, Air University, Islamabad, Pakistan.

Financial Innovation
|January 13, 2022
PubMed

Keywords:
COVID-19CryptocurrenciesHedge ratiosHedging effectivenessOptimal weightsReturn spilloverVolatility spillover

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