TY  - JOUR

T1  - Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis

JO  - Finance Research Letters

UR  - https://eprints.whiterose.ac.uk/id/eprint/146359

PY  - 2019/06/01

AU  - Katsiampa P

AU  - Corbet S

AU  - Lucey B

ED  - 

DO  - DOI: 10.1016/j.frl.2019.03.009

PB  - Elsevier 

VL  - 29

SP  - 68

EP  - 74

Y2  - 2025/11/29

ER  -