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Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?

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Journal: J. Risk Financial Manag., 2019
Volume: 12
Number: 52

Article: Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas
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Link: https://www.mdpi.com/1911-8074/12/2/52

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