Blar i Student papers på forfatter "Eikeri, Lukas Christopher"
-
Volatility Spillover in the Cryptocurrency market: Categorization of the Cryptocurrency Market Based on their Primary Use and the Effects of COVID-19
Eikeri, Lukas Christopher; Amundsen, Sebastian Andresen (Master thesis, 2020)Utilizing the generalized spillover index developed by Diebold and Yilmaz (2009, 2012), we investigate the volatility connectedness between an index consisting of nine selected cryptocurrencies, S&P 500, Gold, and Copper. ...