Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions
Author:
Affiliation:
1. Wits Business School, University of the Witwatersrand, Johannesburg, South Africa
2. Department of Finance, School of Business, University of Cape Coast, Cape Coast, Ghana
Funder
no direct funding for this research
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2020.1804037
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1. Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal
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4. Is gold a safe haven? International evidence
5. Why is gold a safe haven?
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