Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference59 articles.
1. Ardia, D., K. Bluteau, and M. Rüede (2018). Regime changes in (bitcoin) GARCH volatility dynamics. Finance Research Letters Retrieved from https://doi.org/10.1016/j.frl.2018.08.009.
2. Bitcoins as an investment or speculative vehicle? A first look;Baek;Applied Economics Letters,2015
3. Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis;Baumöhl;Finance Research Letters,2017
4. Asymmetric volatility in cryptocurrencies;Baur;Economics Letters,2018
5. Bitcoin, gold and the US dollar – A replication and extension;Baur;Finance Research Letters,2017
Cited by 43 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Dynamic Interrelationships among Bitcoin, Bonds, and Sectoral Indices in India: Evidence from Pre- and Post-COVID-19;Financial Internet Quarterly;2024-09-01
2. How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?;Research in International Business and Finance;2024-06
3. Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets;Energy Economics;2024-04
4. Bitcoin forks: What drives the branches?;Research in International Business and Finance;2024-04
5. Assessing the linkage of energy cryptocurrency with clean and dirty energy markets;Energy Economics;2024-02
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3