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RePEcCrypto & DeFi

Cryptocurrencies in Stock Markets

High volatility persistence is found in stock and cryptocurrency markets, with Tether being the most effective diversifier during market turmoil.

Featured in No. 41 on 20 Mar 2024 · on release day

Released
20 Mar 2024
First featured
No. 41 · 20 Mar 2024
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Identifier
RePEc:taf:macfem:v:17:y:2024:i:1:p:110-135

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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