The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies-Reference-Cited by-同舟云学术

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The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies

Published:2021-10 Issue: Volume:42 Page:101893
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Palazzi Rafael Baptista,Júnior Gerson de Souza Raimundo,Klotzle Marcelo Cabus

Funder

Brazilian National Council for Scientific and Technological Development - CNPq

FAPERJ

CAPES

Publisher

Elsevier BV

Subject

Finance

Reference48 articles.

1. Bitcoins as an investment or speculative vehicle? A first look;Baek;Appl. Econ. Lett.,2015

2. A General Test For Nonlinear Granger causality: Bivariate model;Baek,1992

3. Nonlinear causality testing with stepwise multivariate filtering: evidence from stock and currency markets;Bekiros;N. Am. J. Econ. Finance,2014

4. The nonlinear dynamic relationship of exchange rates: parametric and nonparametric causality testing;Bekiros;J. Macroecon.,2008

5. The multiscale causal dynamics of foreign exchange markets;Bekiros;J. Int. Money Finance,2013

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