Spillovers between Bitcoin and other assets during bear and bull markets
By Elie Bouri, Mahamitra Das, Rangan Gupta, David Roubaud. 2018
274 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Information Systems
View Paper: https://www.semanticscholar.org/paper/a08695531eaedd6d5ec2786662d8659e2659f57e
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Citations in the corpus
- The non-fungible token (NFT) market and its relationship with Bitcoin and Ethereum (2021, background): “Bouri et al. [11] identify spillover effects between Bitcoin and other asset classes (stocks, commodities, forex, and bonds), whereas Bitcoin is more often a receiver than transmitter of volatility spillover.”