Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets-Reference-Cited by-同舟云学术

Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets

Published:2022-08 Issue: Volume:77 Page:102731
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Mo Bin,Meng Juan,Zheng Liping^ORCID

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference53 articles.

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3. Antonakakis, N., & Gabauer, D. (2017). Refined Measures of Dynamic Connectedness Based on TVP-VAR. MPRA Paper 78282, Germany, University Library of Munich.

4. Economics in the Time of COVID-19: A New eBook;Baldwin,2020

5. Measuring the frequency dynamics of financial connectedness and systemic risk;Baruník;J. Financ. Econom.,2018

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