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Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets · Study

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ArticleTethered, or Untethered? On the interplay between stablecoins and major cryptoassets

Ladislav Krištoufek2021

Article2021

Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets

Ladislav Krištoufek

87 citations·0/0 files stored·Finance research letters

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Market Dynamics and Volatility Blockchain Technology Applications and Security Financial Risk and Volatility Modeling

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References

1980Macroeconomics and Reality 1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 1990Inference in Linear Time Series Models with some Unit Roots 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*

Cited by

2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach 2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach 2022Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics 2023Spillovers between cryptocurrencies, gold and stock markets: implication for hedging strategies and portfolio diversification under the COVID-19 pandemic 2024Break a peg! A study of stablecoin co-instability 2024

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Details

Year2021

Typearticle

Published2021-02-23

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations87

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.frl.2021.101991

openalex_workW3131034604

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2022Volatility Co-Movement between Bitcoin and Stablecoins: BEKK–GARCH and Copula–DCC–GARCH Approaches

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