Cryptocurrency Momentum and VIX premium
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DOI: 10.1016/j.frl.2023.104196
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More about this item
Keywords
Cryptocurrencies; Momentum; VIX; Economic policy uncertainty;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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