Spillovers between Bitcoin and other assets during bear and bull markets-Reference-Cited by-同舟云学术

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Spillovers between Bitcoin and other assets during bear and bull markets

Published:2018-06-29 Issue:55 Volume:50 Page:5935-5949
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Bouri Elie¹^ORCID,Das Mahamitra²,Gupta Rangan³,Roubaud David⁴

Affiliation:

1. USEK Business School, Holy Spirit University of Kaslik, Jounieh, Lebanon

2. Economic Research Unit, Indian Statistical Institute, Kolkata, India

3. Department of Economics, University of Pretoria, Pretoria, South Africa

4. Montpellier Research in Management, Montpellier Business School, Montpellier, France

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2018.1488075

Reference40 articles.

1. Bitcoins as an investment or speculative vehicle? A first look

2. Computation and analysis of multiple structural change models

3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach

4. Multivariate GARCH models: a survey

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