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The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets

Published Online: 2021-11-27

Published Print: 2023-11

Authors

Ben Omrane, Walid

Guesmi, Khaled

Qianru, Qi

Saadi, Samir https://orcid.org/0000-0001-5882-4764
Funding

Funding for this research was provided by:

Social Sciences and Humanities Research Council of Canada
License Information

Text and Data Mining valid from 2021-11-27

Version of Record valid from 2021-11-27
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Article History

Accepted: 11 October 2021

First Online: 27 November 2021

Document is current