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Financial Innovation
Fig. 10 | Financial Innovation

Fig. 10

From: Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets

Fig. 10

Time varying frequency connectedness (250 days rolling window) of the Bitcoin markets and foreign exchange pairs of major trading currencies. Band 3.14 to 0.79 corresponds 1 to 4 days (Short Horizon) and band 0.79 to 0.00 corresponds 4 plus days to infinity (Long Horizon). The Y-axis depicts the volatility spillover values and the X-axis depicts the time period

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