TY  - JOUR 
AU  - Jiménez Jiménez, María Inés
AU  - Mora Valencia, Andrés
AU  - Perote Peña, Javier
PY  - 2024
SN  - 1059-0560
UR  - http://hdl.handle.net/10366/161235
AB  - [EN] This paper introduces a flexible semi-nonparametric model, the so-called SNP-VSK model, to analyze the higher-order moment interactions among cryptocurrencies and the forex markets, i.e., accounting for conditional volatility, skewness, and...
LA  - eng
PB  - Elsevier
KW  - Volatility
KW  - Higher-order moments
KW  - Spillovers
KW  - Halving
KW  - Cryptocurrencies
TI  - Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers
DO  - 10.1016/j.iref.2024.02.022
T2  - International Review of Economics & Finance
VL  - 92
M2  - 302
ER  -