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Keywords: Cryptocurrency markets
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Journal Articles
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2024) 16 (4): 429–441.
Published: 21 May 2024
..., the authors have adopted the empirical strategy of Yen and Cheng (2021), who modified volatility model of Wang and Yen (2019), and the authors use an OLS regression with Newey-West error term. Findings The results using OLS regression with Newey–West error term suggest that the cryptocurrency market could...
