Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach-Reference-Cited by-同舟云学术

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Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach

Published:2018-11 Issue: Volume:70 Page:203-213
ISSN:1062-9769
Container-title:The Quarterly Review of Economics and Finance
language:en
Short-container-title:The Quarterly Review of Economics and Finance

Author:

Ji Qiang^ORCID,Bouri Elie^ORCID,Gupta Rangan,Roubaud David^ORCID

Funder

the National Natural Science Foundation of China

the Youth Innovation Promotion Association of the Chinese Academy of Sciences

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. The importance of industry links in merger waves;Ahern;The Journal of Finance,2014

2. Vector autoregression, policy analysis, and directed graphs: An application to the US economy;Awokuse;Journal of Applied Economics,2003

3. Estimating and testing linear models with multiple structural changes;Bai;Econometrica,1998

4. Computation and analysis of multiple structural change models;Bai;Journal of Applied Econometrics,2003

5. Can volume predict bitcoin returns? a quantiles-based approach;Balcilar;Economic Modelling,2017

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