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Our data says that the document:

Elie, Bouri ; Matteo, Foglia ; Sayar, Karmakar ; RANGAN, GUPTA. (2024) Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis.
In: Working Papers. RePEc:pre:wpaper:202432.

Full description at Econpapers

cites:

Ghosh, B., Bouri, E., Wee, J.B., & Zulfiqar, N. (2023). Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs. Research in International Business and Finance, 65, Greenwood-Nimmo, M., Nguyen, V. H., & Shin, Y. (2021). Measuring the connectedness of the global economy. International Journal of Forecasting, 37(2), 899-919.

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