Browsing BI Open by Author "Trinh, Kelly"
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Returns, Volatility and the Cryptocurrency Bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly (Journal article; Peer reviewed, 2021)Research on cryptocurrencies has focused on price and volatility formation in isolation, however knowledge about their interdependence is important for risk management and asset allocation. We investigate the existence and ...