The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-023-05455-7.pdf
Reference87 articles.
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2. Ahmed, W. M. A. (2021). Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. The North American Journal of Economics and Finance, 57, 101379. https://doi.org/10.1016/j.najef.2021.101379
3. Al-Awadhi, A. M., Alsaifi, K., Al-Awadhi, A., & Alhammadi, S. (2020). Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns. Journal of Behavioral and Experimental Finance, 27, 100326. https://doi.org/10.1016/j.jbef.2020.100326
4. Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. (2003). Modeling and forecasting realized volatility. Econometrica, 71(2), 579–625. https://doi.org/10.1111/1468-0262.00418
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