On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach-Reference-Cited by-同舟云学术

On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach

Published:2022-10 Issue: Volume:61 Page:101627
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Raza Syed Ali,Ahmed Maiyra,Aloui Chaker

Funder

Prince Sultan University

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference50 articles.

1. The economics of digital currencies;Ali;Bank of England Quarterly Bulletin,2014

2. Distant or close cousins: connectedness between cryptocurrencies and traditional currencies volatilities;Andrada-Félix;J. Int. Financ. Mark. Inst. Money,2020

3. Are cryptocurrencies connected to forex? A quantile cross-spectral approach;Baumöhl;Financ. Res. Lett.,2019

4. Bitcoin: Medium of exchange or speculative assets?;Baur;J. Int. Financ. Mark. Inst. Money,2018

5. Does Bitcoin hedge global uncertainty? Evidence from wavelet -based quantile -in -quantile regressions;Bouri;Financ. Res. Lett.,2017

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