Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities

Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
J. Andrada-Félix, A. Fernández-Pérez, S. Sosvilla-Rivero. Journal of International Financial Markets, Institutions and Money, 2020 (In Press).   Fulltext   Abstract
Journal article