Quantile dependencies and connectedness between the gold and cryptocurrency markets: effects of the COVID-19 crisis
This paper examines the quantile dependence, connectedness, and return spillovers between gold and the price returns of leading cryptocurrencies, using quantile cross-spectral, the return spillovers based the quantile VAR, and quantile connectedness approaches. The results show that the dependencies...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| مؤلفون آخرون: | , , , |
| التنسيق: | article |
| منشور في: |
2023
|
| الوصول للمادة أونلاين: | http://hdl.handle.net/10725/14976 https://doi.org/10.1016/j.ribaf.2023.101929 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://www.sciencedirect.com/science/article/pii/S0275531923000557 |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|