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New Evidence on Spillovers Between Crypto Assets and Financial Markets
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Type: BOOK - Published: 2023-09-29 - Publisher: International Monetary Fund

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We analyze returns and volatility spillovers among a representative set of crypto and financial assets. The magnitude of spillovers increases during periods of
The Economics of Fintech
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This book is a collection of academic lectures given on fintech, a topic that has been written about extensively but only from a business or technological point
Virtual Currencies and Beyond
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New technologies are driving transformational changes in the global financial system. Virtual currencies (VCs) and the underlying distributed ledger systems are
Alternative Assets and Cryptocurrencies
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Alternative assets such as fine art, wine, or diamonds have become popular investment vehicles in the aftermath of the global financial crisis. Correlation with
Multivariate Time Series Analysis
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An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Appli