Return, volatility and shock spillovers of Bitcoin with energy and technology companies

Symitsi, E orcid.org/0000-0001-6371-4156 and Chalvatzis, KJ (2018) Return, volatility and shock spillovers of Bitcoin with energy and technology companies. Economics Letters, 170. pp. 127-130. ISSN 0165-1765

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © 2018 Elsevier B.V. All rights reserved. This is an author produced version of a paper published in Economics Letters. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Bitcoin; Energy; Technology; Spillovers; Multivariate GARCH
Dates:
  • Published: September 2018
  • Accepted: 13 June 2018
  • Published (online): 19 June 2018
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 04 Dec 2018 15:00
Last Modified: 19 Dec 2019 01:38
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.econlet.2018.06.012

Download

Share / Export

Statistics