Browsing School of Economics and Business (HH) by Author "Berntsen, Christian André"
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An empirical study of cryptocurrency market interdependence : insights from return and volatility spillover analysis
Bilal, Advan; Berntsen, Christian André (Master thesis, 2023)This study examines spillover effects of returns and volatility among 48 of the most significant cryptocurrencies, selected based on their market capitalisation as of January 31st, 2023. By utilising a generalised Vector ...