Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability

Author:

Gaies BrahimORCID,Chaâbane Najeh,Bouzouita Nesrine

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference53 articles.

1. What can explain the price, volatility and trading volume of Bitcoin?;Aalborg;Finance Research Letters,2019

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3. Robust drivers of Bitcoin price movements: An extreme bounds analysis;Ahmed;The North American Journal of Economics and Finance,2022

4. The relationship between implied volatility and cryptocurrency returns;Akyildirim;Finance Research Letters,2020

5. In search of hedges and safe havens during the COVID 19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty;Al-Nassar;The Quarterly Review of Economics and Finance,2023

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