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10.1016/j.bir.2020.10.003 http://scihub22266oqcxt.onion/10.1016/j.bir.2020.10.003 C7550079!7550079!C7550079     free     free     free Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 278.79999999999995 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       ä-/-ä 2020 ; 20 (ä): S1-S10 Nephropedia Template TP {{tp|p=C7550079|t=2020. The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: Evidence from the VAR-DCC-GARCH approach |pdf=|usr=}}{{C7550079}} gab.com Text The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: Evidence from the VAR-DCC-GARCH approach JO: ä-/-ä http://www.kidney.de/pget.php?&tw=1&pmid=C7550079 #FOAvip Using intraday data, this study employs the VAR-DCC-GARCH model to examine return and volatility transmission among Bitcoin, Ethereum, and Litecoin during the pre-COVID-19 and COVID-19 periods. We find that the return spillovers differ across both periods for the Bitcoin-Ethereum, Bitcoin-Litecoin, and Ethereum-Litecoin pairs. The volatility transmission is not significant between cryptocurrencies during the pre-COVID-19 period. We also find that the volatility spillover is unidirectional from Bitcoin to Ethereum and bidirectional between Ethereum and Litecoin during the COVID-19 period. Moreover, volatility transmission is not significant between Bitcoin and Litecoin during the COVID-19 period. The dynamic conditional correlations between all pairs of cryptocurrencies are higher during the COVID-19 period than during the pre-COVID-19 period. Lastly, we compute the optimal portfolio weights, time-varying hedge ratios, and hedging effectiveness for all pairs of cryptocurrencies during the pre-COVID-19 and COVID-19 periods. Overall, our findings provide new insights into channels of information transmission, which may improve the investment decisions and trading strategies of portfolio investors during crisis and non-crisis periods. Twit Text FOAVip The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: Evidence from the VAR-DCC-GARCH approach ????ä-/-ä http://www.kidney.de/pget.php?&tw=1&pmid=C7550079 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=C7550079 #FOAvip English Wikipedia <ref>{{Cite pmid|C7550079}}</ref> The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: Evidence from the VAR-DCC-GARCH approach #MMPMIDC7550079 Yousaf I; Ali S ä-/-ä 2020[Dec]; 20 (ä): S1-S10 PMIDC7550079show ga Using intraday data, this study employs the VAR-DCC-GARCH model to examine return and volatility transmission among Bitcoin, Ethereum, and Litecoin during the pre-COVID-19 and COVID-19 periods. We find that the return spillovers differ across both periods for the Bitcoin-Ethereum, Bitcoin-Litecoin, and Ethereum-Litecoin pairs. The volatility transmission is not significant between cryptocurrencies during the pre-COVID-19 period. We also find that the volatility spillover is unidirectional from Bitcoin to Ethereum and bidirectional between Ethereum and Litecoin during the COVID-19 period. Moreover, volatility transmission is not significant between Bitcoin and Litecoin during the COVID-19 period. The dynamic conditional correlations between all pairs of cryptocurrencies are higher during the COVID-19 period than during the pre-COVID-19 period. Lastly, we compute the optimal portfolio weights, time-varying hedge ratios, and hedging effectiveness for all pairs of cryptocurrencies during the pre-COVID-19 and COVID-19 periods. Overall, our findings provide new insights into channels of information transmission, which may improve the investment decisions and trading strategies of portfolio investors during crisis and non-crisis periods. äThe COVID-19 outbreak and high frequency information transmission betw(epmc).pdf DeepDyve Pubget Overpricing